-99.6%
DFNS vs AA
+13.9%
-113.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +2.8% | -21.1% | -18.6% |
| 7D | -27.7% | +0.9% | -28.6% | -27.8% |
| 30D | -58.0% | -6.4% | -51.5% | -57.6% |
| 3M | -94.0% | -13.0% | -81.0% | -93.8% |
| 6M | -94.6% | -34.6% | -60.0% | -94.2% |
| YTD | -99.4% | -23.0% | -76.4% | -99.5% |
| 1Y | -99.6% | +16.0% | -115.6% | -99.7% |
| All | -99.6% | +13.9% | -113.6% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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