-99.9%
DFNS vs AFL
+131.0%
-230.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.4% |
| 7D | -3.3% | -3.3% | -0.1% | -6.0% |
| 30D | -73.1% | -5.0% | -68.1% | -73.8% |
| 3M | -71.4% | -1.8% | -69.6% | -71.2% |
| 6M | -93.8% | +4.8% | -98.7% | -93.4% |
| YTD | -98.0% | +5.4% | -103.5% | -97.9% |
| 1Y | -98.2% | +9.0% | -107.1% | -98.0% |
| 3Y | -99.9% | +63.0% | -162.9% | -99.8% |
| 5Y | -99.9% | +134.5% | -234.4% | -99.8% |
| All | -99.9% | +131.0% | -230.8% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling