-99.9%
DFNS vs AGG
+12.6%
-112.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | -0.5% |
| 7D | -3.3% | -0.9% | -2.4% | -6.1% |
| 30D | -73.1% | -1.0% | -72.1% | -73.9% |
| 3M | -71.4% | -1.3% | -70.1% | -73.4% |
| 6M | -93.8% | -2.1% | -91.8% | -94.7% |
| YTD | -98.0% | -1.2% | -96.8% | -98.2% |
| 1Y | -98.2% | -0.5% | -97.7% | -98.3% |
| All | -99.9% | +12.6% | -112.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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