+8.8%
APH vs DFNS
-99.8%
+108.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -12.2% | +16.3% | +4.3% |
| 7D | -5.9% | -44.0% | +38.1% | -5.2% |
| 30D | -14.8% | -69.1% | +54.3% | -13.6% |
| 3M | -12.4% | -95.6% | +83.2% | -9.4% |
| 6M | +8.1% | -96.2% | +104.2% | +20.5% |
| YTD | +10.9% | -99.6% | +110.5% | +42.8% |
| 1Y | +8.8% | -99.7% | +108.5% | +45.0% |
| All | +8.8% | -99.8% | +108.5% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling