-99.9%
DFNS vs ALNY
+64.2%
-164.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -1.0% |
| 7D | +0.8% | +5.7% | -4.9% | +1.5% |
| 30D | -73.2% | +18.7% | -91.9% | -72.7% |
| 3M | -72.4% | -11.0% | -61.5% | -72.7% |
| 6M | -95.2% | -18.9% | -76.3% | -95.3% |
| YTD | -98.0% | -34.6% | -63.4% | -98.1% |
| 1Y | -98.3% | -42.8% | -55.4% | -98.3% |
| 3Y | -99.9% | +29.1% | -129.0% | -99.9% |
| 5Y | -99.9% | +39.6% | -139.5% | -99.8% |
| All | -99.9% | +64.2% | -164.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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