-98.3%
DFNS vs APD
+6.0%
-104.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | 0.0% |
| 7D | -16.0% | -2.2% | -13.8% | -17.1% |
| 30D | -77.7% | +2.1% | -79.8% | -77.3% |
| 3M | -77.2% | +7.2% | -84.4% | -76.6% |
| 6M | -95.2% | +11.2% | -106.4% | -95.1% |
| YTD | -98.0% | +24.4% | -122.4% | -97.9% |
| 1Y | -98.3% | +6.7% | -104.9% | -97.9% |
| All | -98.3% | +6.0% | -104.3% | -97.9% |
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