-37.5%
APH vs DFNS
-95.6%
+58.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -13.4% | -34.4% | -47.6% |
| 7D | -48.7% | -19.4% | -29.3% | -48.5% |
| 30D | -51.9% | -77.7% | +25.8% | -51.4% |
| 3M | -43.6% | -77.2% | +33.6% | -40.8% |
| 6M | -37.5% | -95.2% | +57.6% | -37.0% |
| All | -37.5% | -95.6% | +58.0% | -37.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling