-27.5%
DPZ vs AGI
+310.5%
-338.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.4% |
| 7D | +6.6% | +16.0% | -9.4% | +4.9% |
| 30D | +10.3% | +1.0% | +9.3% | +10.0% |
| 3M | -6.2% | +2.5% | -8.6% | -6.8% |
| 6M | +4.2% | -24.0% | +28.3% | +6.4% |
| YTD | -18.4% | -17.2% | -1.2% | -18.2% |
| 1Y | -14.9% | +4.9% | -19.8% | -17.4% |
| 3Y | -4.6% | +142.6% | -147.2% | -19.1% |
| All | -27.5% | +310.5% | -338.0% | -42.9% |
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