-100.0%
DFNS vs AGI
+127.5%
-227.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.5% |
| 7D | -6.0% | -10.1% | +4.1% | -7.0% |
| 30D | -71.2% | -6.5% | -64.7% | -71.2% |
| 3M | -94.5% | -12.8% | -81.7% | -94.5% |
| 6M | -96.5% | -34.3% | -62.2% | -96.8% |
| YTD | -99.6% | -25.6% | -74.0% | -99.6% |
| 1Y | -99.7% | -14.2% | -85.5% | -99.7% |
| 3Y | -100.0% | +127.3% | -227.3% | -99.9% |
| All | -100.0% | +127.5% | -227.4% | -99.9% |
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