-99.9%
DFNS vs AG
+63.1%
-163.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.8% |
| 7D | +0.8% | +4.5% | -3.7% | +0.8% |
| 30D | -73.2% | +12.9% | -86.1% | -73.2% |
| 3M | -72.4% | +20.9% | -93.4% | -72.5% |
| 6M | -95.2% | -19.5% | -75.7% | -95.3% |
| YTD | -98.0% | +24.8% | -122.8% | -98.0% |
| 1Y | -98.3% | +120.2% | -218.5% | -98.1% |
| 3Y | -99.9% | +279.0% | -378.9% | -99.9% |
| 5Y | -99.9% | +67.9% | -167.8% | -99.8% |
| All | -99.9% | +63.1% | -163.0% | -99.8% |
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