-99.7%
DFNS vs ALB
-5.3%
-94.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -4.2% | +17.0% | +13.3% |
| 7D | -37.0% | +5.3% | -42.2% | -37.8% |
| 30D | -63.4% | -6.3% | -57.1% | -63.0% |
| 3M | -94.1% | -27.4% | -66.7% | -93.8% |
| 6M | -96.3% | -53.1% | -43.2% | -96.2% |
| YTD | -99.6% | -32.3% | -67.2% | -99.5% |
| 1Y | -99.7% | -7.3% | -92.4% | -99.6% |
| All | -99.7% | -5.3% | -94.4% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling