-99.7%
DFNS vs APA
+101.2%
-200.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +2.0% | -21.3% | -18.9% |
| 7D | -12.7% | +9.6% | -22.3% | -10.7% |
| 30D | -65.2% | -0.2% | -65.0% | -65.1% |
| 3M | -94.6% | +19.8% | -114.4% | -94.2% |
| 6M | -96.2% | +30.1% | -126.3% | -95.9% |
| YTD | -99.6% | +100.4% | -200.0% | -99.8% |
| 1Y | -99.7% | +105.2% | -204.9% | -99.8% |
| All | -99.7% | +101.2% | -200.9% | -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 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