-99.9%
DFNS vs AGI
+231.2%
-331.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.9% | +1.4% |
| 7D | -3.3% | -5.3% | +1.9% | -3.5% |
| 30D | -73.1% | +6.8% | -79.9% | -73.0% |
| 3M | -71.4% | +8.3% | -79.7% | -71.5% |
| 6M | -93.8% | -29.2% | -64.6% | -94.1% |
| YTD | -98.0% | -7.3% | -90.8% | -98.1% |
| 1Y | -98.2% | +8.0% | -106.2% | -98.1% |
| 3Y | -99.9% | +206.6% | -306.4% | -99.8% |
| 5Y | -99.9% | +398.1% | -498.0% | -99.8% |
| All | -99.9% | +231.2% | -331.1% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling