-99.9%
DFNS vs AGI
+210.3%
-310.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.9% |
| 7D | +0.8% | +4.4% | -3.6% | +1.1% |
| 30D | -73.2% | +10.0% | -83.2% | -73.0% |
| 3M | -72.4% | +1.7% | -74.2% | -73.0% |
| 6M | -95.2% | -26.8% | -68.4% | -95.6% |
| YTD | -98.0% | -5.3% | -92.7% | -98.0% |
| 1Y | -98.3% | +11.5% | -109.7% | -98.1% |
| All | -99.9% | +210.3% | -310.2% | -99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling