-99.6%
DFNS vs AGI
-1.1%
-98.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +10.8% | -29.1% | -21.6% |
| 7D | -27.7% | -5.3% | -22.4% | -26.3% |
| 30D | -58.0% | -7.1% | -50.8% | -57.1% |
| 3M | -94.0% | +4.4% | -98.4% | -94.2% |
| 6M | -94.6% | -23.0% | -71.6% | -94.3% |
| YTD | -99.4% | -22.0% | -77.4% | -99.4% |
| 1Y | -99.6% | +0.3% | -99.9% | -99.7% |
| All | -99.6% | -1.1% | -98.5% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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