-95.4%
DFNS vs ACI
-16.7%
-78.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.4% | +14.1% | +13.8% |
| 7D | -13.0% | -5.3% | -7.7% | -8.6% |
| 30D | -56.9% | +5.0% | -61.9% | -59.1% |
| 3M | -93.2% | +7.5% | -100.7% | -94.0% |
| 6M | -95.4% | -16.0% | -79.4% | -96.2% |
| All | -95.4% | -16.7% | -78.7% | -96.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling