-99.6%
DFNS vs APD
+36.4%
-136.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.9% | -20.2% | -17.0% |
| 7D | -27.7% | +3.8% | -31.5% | -25.4% |
| 30D | -58.0% | +14.1% | -72.1% | -53.7% |
| 3M | -94.0% | +8.2% | -102.2% | -93.6% |
| 6M | -94.6% | +7.5% | -102.1% | -94.3% |
| YTD | -99.4% | +31.7% | -131.1% | -99.4% |
| 1Y | -99.6% | +35.1% | -134.7% | -99.6% |
| All | -99.6% | +36.4% | -136.0% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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