+552.2%
APH vs DFNS
-100.0%
+652.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -19.4% | +19.7% | +0.4% |
| 7D | +11.1% | -12.7% | +23.8% | +11.1% |
| 30D | -7.3% | -65.2% | +57.9% | -7.3% |
| 3M | -6.2% | -94.6% | +88.4% | -6.3% |
| 6M | +24.9% | -96.2% | +121.2% | +25.2% |
| YTD | +18.4% | -99.6% | +118.0% | +18.3% |
| 1Y | +13.0% | -99.7% | +112.7% | +12.8% |
| 3Y | +276.4% | -100.0% | +376.4% | +279.3% |
| 5Y | +296.4% | -100.0% | +396.4% | +298.9% |
| All | +552.2% | -100.0% | +652.1% | +570.5% |
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