-100.0%
DFNS vs APA
+262.9%
-362.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +2.6% | -14.9% | -11.7% |
| 7D | -44.0% | -15.5% | -28.5% | -46.1% |
| 30D | -69.1% | +2.4% | -71.5% | -68.9% |
| 3M | -95.6% | +22.8% | -118.4% | -95.4% |
| 6M | -96.2% | +17.9% | -114.1% | -95.9% |
| YTD | -99.6% | +87.7% | -187.3% | -99.5% |
| 1Y | -99.7% | +94.2% | -193.9% | -99.7% |
| 3Y | -100.0% | +27.2% | -127.2% | -100.0% |
| 5Y | -100.0% | +74.1% | -174.1% | -100.0% |
| All | -100.0% | +262.9% | -362.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling