-99.6%
DFNS vs APA
+107.6%
-207.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -6.9% | -11.5% | -20.5% |
| 7D | -27.7% | -13.0% | -14.7% | -31.3% |
| 30D | -58.0% | +2.0% | -59.9% | -57.3% |
| 3M | -94.0% | +24.9% | -118.9% | -93.4% |
| 6M | -94.6% | +7.2% | -101.7% | -93.9% |
| YTD | -99.4% | +87.1% | -186.5% | -99.6% |
| 1Y | -99.6% | +107.2% | -206.8% | -99.7% |
| All | -99.6% | +107.6% | -207.3% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling