-98.3%
DFNS vs APA
+96.0%
-194.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.6% |
| 7D | +0.8% | -1.7% | +2.5% | +0.6% |
| 30D | -73.2% | +15.7% | -89.0% | -72.8% |
| 3M | -72.4% | +16.5% | -88.9% | -71.9% |
| 6M | -95.2% | +35.1% | -130.3% | -95.8% |
| YTD | -98.0% | +82.2% | -180.2% | -98.6% |
| 1Y | -98.3% | +102.5% | -200.7% | -98.8% |
| All | -98.3% | +96.0% | -194.2% | -98.8% |
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 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