-8.4%
DPZ vs AGI
+205.7%
-214.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.6% |
| 7D | -2.5% | +0.6% | -3.1% | -2.6% |
| 30D | -7.0% | +18.2% | -25.2% | -8.2% |
| 3M | +11.6% | -4.1% | +15.7% | +11.8% |
| 6M | -15.2% | -28.7% | +13.5% | -13.0% |
| YTD | -17.2% | -4.0% | -13.3% | -17.8% |
| 1Y | -24.8% | +17.4% | -42.3% | -27.4% |
| All | -8.4% | +205.7% | -214.1% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling