-9.9%
ABT vs DFNS
-99.9%
+90.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.6% |
| 7D | -3.1% | +0.8% | -3.9% | -3.1% |
| 30D | -2.1% | -73.2% | +71.1% | -2.1% |
| 3M | +17.4% | -72.4% | +89.9% | +17.5% |
| 6M | -2.4% | -95.2% | +92.8% | -2.4% |
| YTD | -14.2% | -98.0% | +83.8% | -14.3% |
| 1Y | -18.3% | -98.3% | +79.9% | -18.4% |
| 3Y | +11.5% | -99.9% | +111.4% | +10.1% |
| 5Y | -9.9% | -99.9% | +90.0% | -9.3% |
| All | -9.9% | -99.9% | +90.0% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling