+5,622.1%
DPZ vs AGI
+2,328.1%
+3,294.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.7% |
| 7D | -2.5% | +0.6% | -3.1% | -2.6% |
| 30D | -7.0% | +18.2% | -25.2% | -7.5% |
| 3M | +11.6% | -4.1% | +15.7% | +11.6% |
| 6M | -15.2% | -28.7% | +13.5% | -14.5% |
| YTD | -17.2% | -4.0% | -13.3% | -17.4% |
| 1Y | -24.8% | +17.4% | -42.3% | -25.5% |
| 3Y | -8.7% | +203.0% | -211.7% | -12.2% |
| 5Y | -28.9% | +376.7% | -405.6% | -32.6% |
| 10Y | +153.6% | +407.5% | -253.8% | +138.1% |
| All | +5,622.1% | +2,328.1% | +3,294.0% | +5,170.6% |
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