+549.6%
APH vs DFNS
-100.0%
+649.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.7% | -13.5% | -0.8% |
| 7D | +0.4% | -13.0% | +13.4% | +0.4% |
| 30D | -8.0% | -56.9% | +48.9% | -8.0% |
| 3M | -5.0% | -93.2% | +88.2% | -5.1% |
| 6M | +29.9% | -95.4% | +125.4% | +30.2% |
| YTD | +18.0% | -99.5% | +117.5% | +17.8% |
| 1Y | +11.3% | -99.6% | +111.0% | +11.1% |
| 3Y | +274.9% | -100.0% | +374.9% | +277.9% |
| 5Y | +300.6% | -100.0% | +400.6% | +303.1% |
| All | +549.6% | -100.0% | +649.6% | +567.9% |
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