-100.0%
DFNS vs APA
+45.9%
-145.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.1% | -4.6% |
| 7D | -6.0% | +8.5% | -14.5% | -1.6% |
| 30D | -71.2% | +2.8% | -74.0% | -70.6% |
| 3M | -94.5% | +21.7% | -116.2% | -93.8% |
| 6M | -96.5% | +32.6% | -129.2% | -95.7% |
| YTD | -99.6% | +103.7% | -203.3% | -99.4% |
| 1Y | -99.7% | +101.8% | -201.5% | -99.5% |
| 3Y | -100.0% | +48.1% | -148.0% | -100.0% |
| All | -100.0% | +45.9% | -145.9% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling