+310.3%
APH vs DFNS
-100.0%
+410.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.0% | +11.2% | +8.2% |
| 7D | +1.1% | -42.8% | +43.9% | +1.1% |
| 30D | -7.5% | -67.6% | +60.1% | -7.5% |
| 3M | -4.4% | -94.9% | +90.4% | -4.6% |
| 6M | +26.5% | -96.7% | +123.2% | +26.7% |
| YTD | +20.0% | -99.6% | +119.7% | +19.9% |
| 1Y | +16.9% | -99.7% | +116.6% | +16.6% |
| 3Y | +288.5% | -100.0% | +388.5% | +290.3% |
| 5Y | +310.3% | -100.0% | +410.3% | +353.5% |
| All | +310.3% | -100.0% | +410.3% | +353.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling