-98.3%
DFNS vs AA
+62.9%
-161.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.7% |
| 7D | +0.8% | +1.7% | -0.9% | +0.3% |
| 30D | -73.2% | +3.3% | -76.6% | -73.1% |
| 3M | -72.4% | -29.4% | -43.0% | -69.4% |
| 6M | -95.2% | -12.8% | -82.4% | -95.3% |
| YTD | -98.0% | -2.1% | -95.9% | -98.1% |
| 1Y | -98.3% | +62.8% | -161.0% | -98.9% |
| All | -98.3% | +62.9% | -161.2% | -98.9% |
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