-100.0%
DFNS vs APD
+26.4%
-126.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.9% | +11.8% | +13.2% |
| 7D | -13.0% | -1.2% | -11.8% | -13.9% |
| 30D | -56.9% | +11.0% | -67.9% | -54.7% |
| 3M | -93.2% | +2.6% | -95.8% | -93.1% |
| 6M | -95.4% | +4.8% | -100.3% | -95.3% |
| YTD | -99.5% | +31.0% | -130.5% | -99.4% |
| 1Y | -99.6% | +23.4% | -123.0% | -99.6% |
| 3Y | -100.0% | +28.4% | -128.3% | -100.0% |
| 5Y | -100.0% | +15.2% | -115.2% | -100.0% |
| All | -100.0% | +26.4% | -126.4% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling