+24.1%
ABT vs DFNS
-100.0%
+124.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.5% |
| 7D | +0.3% | -42.8% | +43.1% | +0.3% |
| 30D | +11.6% | -67.6% | +79.2% | +11.6% |
| 3M | +3.1% | -94.9% | +98.0% | +3.1% |
| 6M | +32.8% | -96.7% | +129.5% | +32.8% |
| YTD | -9.6% | -99.6% | +90.0% | -9.7% |
| 1Y | -10.4% | -99.7% | +89.4% | -10.4% |
| 3Y | +25.8% | -100.0% | +125.8% | +24.0% |
| 5Y | -3.4% | -100.0% | +96.5% | -3.6% |
| All | +24.1% | -100.0% | +124.1% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling