+577.0%
APH vs DFNS
-99.9%
+676.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | +5.0% | -16.0% | +21.0% | +4.9% |
| 30D | -3.9% | -77.7% | +73.8% | -4.0% |
| 3M | +13.0% | -77.2% | +90.2% | +13.3% |
| 6M | +25.2% | -95.2% | +120.3% | +25.2% |
| YTD | +22.9% | -98.0% | +120.9% | +22.8% |
| 1Y | +47.8% | -98.3% | +146.1% | +47.8% |
| 3Y | +283.0% | -99.9% | +382.9% | +286.2% |
| 5Y | +349.7% | -99.9% | +449.5% | +352.4% |
| All | +577.0% | -99.9% | +676.9% | +596.4% |
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