+15.6%
AAL vs DFNS
-99.9%
+115.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.2% |
| 7D | -3.7% | -16.0% | +12.3% | -3.7% |
| 30D | -20.8% | -77.7% | +56.9% | -20.4% |
| 3M | -1.3% | -77.2% | +75.9% | -2.0% |
| 6M | +5.4% | -95.2% | +100.6% | +4.9% |
| YTD | -14.4% | -98.0% | +83.6% | -14.6% |
| 1Y | +2.1% | -98.3% | +100.4% | +1.8% |
| 3Y | -10.6% | -99.9% | +89.3% | -11.6% |
| 5Y | -32.2% | -99.9% | +67.6% | -31.5% |
| All | +15.6% | -99.9% | +115.4% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 all: compounded portfolio wealth divided by compounded DFNS 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…
all analysis · Full analysis span regression · 6 months rolling