-99.6%
DFNS vs AG
+29.4%
-129.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +9.1% | -27.5% | -20.3% |
| 7D | -27.7% | -2.6% | -25.1% | -27.4% |
| 30D | -58.0% | -12.1% | -45.9% | -56.9% |
| 3M | -94.0% | -6.6% | -87.4% | -93.9% |
| 6M | -94.6% | -20.5% | -74.1% | -94.4% |
| YTD | -99.4% | -7.4% | -92.0% | -99.4% |
| 1Y | -99.6% | +33.4% | -133.0% | -99.6% |
| All | -99.6% | +29.4% | -129.0% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling