-2.4%
AAOI vs DFNS
-95.4%
+93.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.4% | -3.1% |
| 7D | +4.7% | +4.6% | 0.0% | +4.5% |
| 30D | -18.7% | -73.9% | +55.1% | -17.1% |
| 3M | -33.7% | -71.7% | +38.0% | -22.6% |
| 6M | -2.4% | -94.6% | +92.1% | +51.1% |
| All | -2.4% | -95.4% | +93.0% | +51.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling