-98.3%
DFNS vs ACM
-47.1%
-51.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | 0.0% |
| 7D | +0.8% | -0.3% | +1.1% | +1.1% |
| 30D | -73.2% | -12.9% | -60.3% | -69.4% |
| 3M | -72.4% | -6.4% | -66.1% | -71.0% |
| 6M | -95.2% | -29.2% | -66.0% | -93.9% |
| YTD | -98.0% | -29.9% | -68.0% | -97.4% |
| 1Y | -98.3% | -47.3% | -51.0% | -97.1% |
| All | -98.3% | -47.1% | -51.1% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ACM 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling