-99.9%
DFNS vs ALM
+1,634.2%
-1,734.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.8% | -9.6% | -0.7% |
| 7D | +0.8% | +8.4% | -7.6% | +0.8% |
| 30D | -73.2% | +34.8% | -108.1% | -73.1% |
| 3M | -72.4% | +16.2% | -88.7% | -72.7% |
| 6M | -95.2% | +2.1% | -97.4% | -95.3% |
| YTD | -98.0% | +117.0% | -215.0% | -97.9% |
| 1Y | -98.3% | +313.9% | -412.1% | -98.1% |
| 3Y | -99.9% | +2,327.9% | -2,427.8% | -99.8% |
| 5Y | -99.9% | +1,040.6% | -1,140.5% | -99.8% |
| All | -99.9% | +1,634.2% | -1,734.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling