-99.9%
DFNS vs AA
+303.0%
-402.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.7% |
| 7D | -16.0% | -0.7% | -15.3% | -16.0% |
| 30D | -77.7% | +5.0% | -82.7% | -77.7% |
| 3M | -77.2% | -35.8% | -41.4% | -76.6% |
| 6M | -95.2% | -18.4% | -76.8% | -95.1% |
| YTD | -98.0% | -5.5% | -92.5% | -98.0% |
| 1Y | -98.3% | +61.0% | -159.2% | -98.3% |
| 3Y | -99.9% | +66.2% | -166.1% | -99.9% |
| 5Y | -99.9% | +11.4% | -111.2% | -99.9% |
| All | -99.9% | +303.0% | -402.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling