-99.7%
DFNS vs AG
+15.8%
-115.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -5.3% | -14.1% | -18.0% |
| 7D | -12.7% | -6.0% | -6.6% | -11.5% |
| 30D | -65.2% | -14.3% | -50.9% | -64.1% |
| 3M | -94.6% | -26.9% | -67.6% | -94.1% |
| 6M | -96.2% | -42.1% | -54.1% | -95.8% |
| YTD | -99.6% | -15.9% | -83.7% | -99.6% |
| 1Y | -99.7% | +11.5% | -111.2% | -99.7% |
| All | -99.7% | +15.8% | -115.5% | -99.7% |
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