+21.9%
ABT vs DFNS
-100.0%
+121.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +1.2% |
| 7D | -1.3% | -6.0% | +4.7% | -1.3% |
| 30D | +6.0% | -71.2% | +77.2% | +6.0% |
| 3M | -1.9% | -94.5% | +92.7% | -1.9% |
| 6M | +31.2% | -96.5% | +127.7% | +31.2% |
| YTD | -11.2% | -99.6% | +88.4% | -11.3% |
| 1Y | -14.0% | -99.7% | +85.7% | -14.0% |
| 3Y | +20.7% | -100.0% | +120.6% | +18.9% |
| 5Y | -6.7% | -100.0% | +93.3% | -6.9% |
| All | +21.9% | -100.0% | +121.9% | +24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling