-99.9%
DFNS vs APD
+18.6%
-118.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -1.3% |
| 7D | +0.8% | -2.5% | +3.3% | -0.3% |
| 30D | -73.2% | -1.9% | -71.3% | -73.4% |
| 3M | -72.4% | +8.2% | -80.7% | -71.5% |
| 6M | -95.2% | +10.7% | -106.0% | -95.0% |
| YTD | -98.0% | +22.9% | -120.9% | -97.8% |
| 1Y | -98.3% | +5.8% | -104.0% | -98.2% |
| 3Y | -99.9% | +7.8% | -107.7% | -99.9% |
| 5Y | -99.9% | +26.1% | -126.0% | -99.9% |
| All | -99.9% | +18.6% | -118.5% | -99.8% |
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