-99.7%
DFNS vs AG
+7.9%
-107.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.4% | -3.1% | -4.9% |
| 7D | -6.0% | -10.0% | +4.0% | -3.6% |
| 30D | -71.2% | -10.5% | -60.7% | -70.5% |
| 3M | -94.5% | -27.3% | -67.3% | -94.0% |
| 6M | -96.5% | -43.0% | -53.6% | -96.1% |
| YTD | -99.6% | -17.9% | -81.7% | -99.6% |
| 1Y | -99.7% | +11.9% | -111.6% | -99.7% |
| All | -99.7% | +7.9% | -107.5% | -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