+41.5%
DLR vs AGI
+389.1%
-347.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.5% |
| 7D | -1.3% | -5.4% | +4.1% | -0.5% |
| 30D | -2.9% | +6.6% | -9.5% | -3.9% |
| 3M | +3.2% | +8.2% | -5.0% | +1.4% |
| 6M | +3.9% | -29.3% | +33.2% | +8.4% |
| YTD | +21.4% | -7.4% | +28.8% | +20.3% |
| 1Y | +9.7% | +7.9% | +1.8% | +5.2% |
| 3Y | +56.5% | +206.2% | -149.7% | +18.8% |
| 5Y | +41.5% | +397.6% | -356.1% | -4.8% |
| All | +41.5% | +389.1% | -347.5% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling