+937.6%
DIA vs AGI
+5,459.2%
-4,521.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.5% |
| 7D | -0.2% | +0.6% | -0.8% | -0.2% |
| 30D | -1.5% | +18.2% | -19.8% | -2.2% |
| 3M | +3.8% | -4.1% | +7.9% | +3.8% |
| 6M | +10.3% | -28.7% | +39.0% | +11.3% |
| YTD | +12.1% | -4.0% | +16.1% | +11.8% |
| 1Y | +18.6% | +17.4% | +1.2% | +17.4% |
| 3Y | +60.6% | +203.0% | -142.4% | +53.2% |
| 5Y | +64.4% | +376.7% | -312.2% | +53.9% |
| 10Y | +250.1% | +407.5% | -157.4% | +221.3% |
| All | +937.6% | +5,459.2% | -4,521.5% | +803.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling