-7.4%
DPZ vs AGI
+145.3%
-152.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.1% | -0.8% |
| 7D | +2.2% | +13.9% | -11.8% | +1.0% |
| 30D | +6.7% | -6.2% | +12.9% | +7.0% |
| 3M | -4.5% | -6.9% | +2.4% | -4.3% |
| 6M | +3.3% | -28.7% | +32.0% | +5.7% |
| YTD | -19.4% | -19.8% | +0.4% | -19.1% |
| 1Y | -17.3% | -4.8% | -12.5% | -18.9% |
| All | -7.4% | +145.3% | -152.7% | -24.5% |
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