-100.0%
DFNS vs ALM
+396.4%
-496.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +2.1% | -14.4% | -12.2% |
| 7D | -44.0% | -6.7% | -37.3% | -44.0% |
| 30D | -69.1% | -32.9% | -36.2% | -69.1% |
| 3M | -95.6% | -39.5% | -56.1% | -95.6% |
| 6M | -96.2% | -62.0% | -34.2% | -96.3% |
| YTD | -99.6% | -7.8% | -91.8% | -99.6% |
| 1Y | -99.7% | +26.7% | -126.4% | -99.7% |
| 3Y | -100.0% | +825.4% | -925.3% | -100.0% |
| All | -100.0% | +396.4% | -496.4% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling