-100.0%
DFNS vs AFL
+66.2%
-166.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.5% | -18.9% | -20.1% |
| 7D | -12.7% | +0.2% | -12.9% | -13.1% |
| 30D | -65.2% | +8.6% | -73.9% | -60.6% |
| 3M | -94.6% | +5.3% | -99.9% | -93.9% |
| 6M | -96.2% | +10.0% | -106.3% | -95.4% |
| YTD | -99.6% | +16.5% | -116.1% | -99.5% |
| 1Y | -99.7% | +12.7% | -112.4% | -99.6% |
| All | -100.0% | +66.2% | -166.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 3y: compounded portfolio wealth divided by compounded AFL 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…
3y analysis · Full analysis span regression · 6 months rolling