-99.9%
DFNS vs AFL
+275.4%
-375.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | 0.0% |
| 7D | -16.0% | +0.6% | -16.6% | -15.7% |
| 30D | -77.7% | -6.2% | -71.5% | -78.3% |
| 3M | -77.2% | +2.2% | -79.4% | -76.4% |
| 6M | -95.2% | +5.3% | -100.5% | -94.9% |
| YTD | -98.0% | +8.0% | -105.9% | -97.8% |
| 1Y | -98.3% | +10.2% | -108.5% | -98.1% |
| 3Y | -99.9% | +67.1% | -166.9% | -99.8% |
| 5Y | -99.9% | +135.6% | -235.4% | -99.8% |
| All | -99.9% | +275.4% | -375.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling