-99.9%
DFNS vs APA
+252.4%
-352.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.4% |
| 7D | +0.8% | -1.7% | +2.5% | +0.5% |
| 30D | -73.2% | +15.7% | -89.0% | -72.4% |
| 3M | -72.4% | +16.5% | -88.9% | -71.1% |
| 6M | -95.2% | +35.1% | -130.3% | -94.8% |
| YTD | -98.0% | +82.2% | -180.2% | -97.7% |
| 1Y | -98.3% | +102.5% | -200.7% | -98.0% |
| 3Y | -99.9% | +10.3% | -110.2% | -99.9% |
| 5Y | -99.9% | +166.1% | -266.0% | -99.8% |
| All | -99.9% | +252.4% | -352.2% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling