-100.0%
DFNS vs AG
+219.8%
-319.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.8% | -14.0% | -12.2% |
| 7D | -44.0% | +6.3% | -50.3% | -43.9% |
| 30D | -69.1% | -8.9% | -60.2% | -69.1% |
| 3M | -95.6% | -12.2% | -83.4% | -95.6% |
| 6M | -96.2% | -28.3% | -67.9% | -96.3% |
| YTD | -99.6% | -8.8% | -90.8% | -99.6% |
| 1Y | -99.7% | +39.4% | -139.1% | -99.7% |
| 3Y | -100.0% | +229.4% | -329.4% | -99.9% |
| All | -100.0% | +219.8% | -319.7% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling