-98.3%
DFNS vs ACI
-32.3%
-65.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -16.0% | +0.2% | -16.2% | -16.1% |
| 30D | -77.7% | +5.9% | -83.6% | -79.3% |
| 3M | -77.2% | -19.8% | -57.4% | -77.3% |
| 6M | -95.2% | -24.7% | -70.4% | -95.1% |
| YTD | -98.0% | -24.4% | -73.6% | -98.0% |
| 1Y | -98.3% | -31.5% | -66.8% | -98.3% |
| All | -98.3% | -32.3% | -65.9% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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