-100.0%
DFNS vs AG
+24.7%
-124.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.7% | -7.7% | -2.9% |
| 7D | -42.8% | +10.8% | -53.6% | -42.7% |
| 30D | -67.6% | -8.2% | -59.4% | -67.5% |
| 3M | -94.9% | -13.7% | -81.2% | -94.9% |
| 6M | -96.7% | -27.3% | -69.5% | -96.8% |
| YTD | -99.6% | -4.6% | -95.1% | -99.6% |
| 1Y | -99.7% | +39.4% | -139.1% | -99.7% |
| 3Y | -100.0% | +244.1% | -344.1% | -100.0% |
| 5Y | -100.0% | +16.8% | -116.7% | -100.0% |
| All | -100.0% | +24.7% | -124.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling