-98.2%
DFNS vs AGI
+9.6%
-107.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.9% | +3.2% |
| 7D | -3.3% | -5.3% | +1.9% | -0.8% |
| 30D | -73.1% | +6.8% | -79.9% | -74.2% |
| 3M | -71.4% | +8.3% | -79.7% | -73.5% |
| 6M | -93.8% | -29.2% | -64.6% | -93.0% |
| YTD | -98.0% | -7.3% | -90.8% | -98.2% |
| 1Y | -98.2% | +8.0% | -106.2% | -98.5% |
| All | -98.2% | +9.6% | -107.8% | -98.5% |
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