+17.5%
ABT vs DFNS
-99.9%
+117.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.4% | -0.3% |
| 7D | -4.7% | +4.6% | -9.4% | -4.7% |
| 30D | -3.1% | -73.9% | +70.8% | -3.1% |
| 3M | +16.1% | -71.7% | +87.9% | +16.2% |
| 6M | -5.3% | -94.6% | +89.2% | -5.3% |
| YTD | -14.4% | -98.1% | +83.6% | -14.5% |
| 1Y | -18.4% | -98.3% | +79.9% | -18.4% |
| 3Y | +11.2% | -99.9% | +111.1% | +9.7% |
| 5Y | -9.4% | -99.9% | +90.5% | -9.5% |
| All | +17.5% | -99.9% | +117.3% | +19.5% |
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