-99.9%
DFNS vs ALM
+1,493.7%
-1,593.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.6% |
| 7D | -16.0% | -2.6% | -13.4% | -16.0% |
| 30D | -77.7% | +32.0% | -109.7% | -77.6% |
| 3M | -77.2% | -15.0% | -62.1% | -77.6% |
| 6M | -95.2% | -10.1% | -85.1% | -95.2% |
| YTD | -98.0% | +99.4% | -197.4% | -97.9% |
| 1Y | -98.3% | +316.4% | -414.6% | -98.1% |
| 3Y | -99.9% | +2,022.0% | -2,121.9% | -99.8% |
| 5Y | -99.9% | +941.2% | -1,041.0% | -99.8% |
| All | -99.9% | +1,493.7% | -1,593.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling