-99.9%
DFNS vs APA
+246.0%
-345.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | -0.1% |
| 7D | -16.0% | +0.5% | -16.5% | -15.8% |
| 30D | -77.7% | +23.4% | -101.1% | -76.6% |
| 3M | -77.2% | +12.7% | -89.9% | -76.2% |
| 6M | -95.2% | +39.4% | -134.6% | -94.7% |
| YTD | -98.0% | +79.0% | -176.9% | -97.7% |
| 1Y | -98.3% | +88.8% | -187.1% | -98.0% |
| 3Y | -99.9% | +6.4% | -106.2% | -99.9% |
| 5Y | -99.9% | +153.0% | -252.8% | -99.8% |
| All | -99.9% | +246.0% | -345.9% | -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 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