-99.7%
DFNS vs APD
+24.7%
-124.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.5% | -10.7% | -12.9% |
| 7D | -44.0% | -3.7% | -40.3% | -45.0% |
| 30D | -69.1% | +9.6% | -78.7% | -67.4% |
| 3M | -95.6% | +1.6% | -97.3% | -95.6% |
| 6M | -96.2% | +2.2% | -98.3% | -96.1% |
| YTD | -99.6% | +25.9% | -125.5% | -99.6% |
| 1Y | -99.7% | +20.1% | -119.9% | -99.7% |
| All | -99.7% | +24.7% | -124.4% | -99.7% |
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