+22.8%
ABT vs DFNS
-100.0%
+122.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.7% | -13.8% | -1.1% |
| 7D | -5.4% | -13.0% | +7.6% | -5.4% |
| 30D | +8.0% | -56.9% | +64.9% | +8.0% |
| 3M | +0.2% | -93.2% | +93.4% | +0.2% |
| 6M | +34.1% | -95.4% | +129.6% | +34.2% |
| YTD | -10.6% | -99.5% | +88.9% | -10.7% |
| 1Y | -11.8% | -99.6% | +87.8% | -11.9% |
| 3Y | +23.9% | -100.0% | +123.8% | +22.1% |
| 5Y | -5.1% | -100.0% | +94.8% | -5.3% |
| All | +22.8% | -100.0% | +122.7% | +24.8% |
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 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