-98.3%
DFNS vs ACI
-33.6%
-64.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +1.7% |
| 7D | +0.8% | -2.6% | +3.4% | +2.8% |
| 30D | -73.2% | +1.1% | -74.3% | -74.3% |
| 3M | -72.4% | -23.6% | -48.8% | -71.7% |
| 6M | -95.2% | -29.9% | -65.3% | -94.9% |
| YTD | -98.0% | -26.9% | -71.1% | -97.9% |
| 1Y | -98.3% | -34.2% | -64.0% | -98.2% |
| All | -98.3% | -33.6% | -64.7% | -98.2% |
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