-100.0%
DFNS vs ALM
+909.2%
-1,009.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +7.7% | -13.2% | -5.5% |
| 7D | -6.0% | +1.2% | -7.2% | -6.0% |
| 30D | -71.2% | -19.3% | -51.9% | -71.2% |
| 3M | -94.5% | -40.6% | -53.9% | -94.5% |
| 6M | -96.5% | -57.9% | -38.6% | -96.7% |
| YTD | -99.6% | -6.7% | -92.9% | -99.6% |
| 1Y | -99.7% | +20.2% | -119.9% | -99.6% |
| 3Y | -100.0% | +879.4% | -979.4% | -99.9% |
| All | -100.0% | +909.2% | -1,009.2% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling