+511.0%
APH vs DFNS
-100.0%
+610.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -12.2% | +16.3% | +4.1% |
| 7D | -5.9% | -44.0% | +38.1% | -6.0% |
| 30D | -14.8% | -69.1% | +54.3% | -14.8% |
| 3M | -12.4% | -95.6% | +83.2% | -12.6% |
| 6M | +8.1% | -96.2% | +104.2% | +8.3% |
| YTD | +10.9% | -99.6% | +110.5% | +10.8% |
| 1Y | +8.8% | -99.7% | +108.5% | +8.5% |
| 3Y | +262.1% | -100.0% | +362.0% | +264.8% |
| 5Y | +283.1% | -100.0% | +383.1% | +285.5% |
| All | +511.0% | -100.0% | +610.9% | +528.1% |
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