-100.0%
DFNS vs APD
+11.7%
-111.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.5% | -10.7% | -13.6% |
| 7D | -44.0% | -3.7% | -40.3% | -46.1% |
| 30D | -69.1% | +9.6% | -78.7% | -66.5% |
| 3M | -95.6% | +1.6% | -97.3% | -95.5% |
| 6M | -96.2% | +2.2% | -98.3% | -96.1% |
| YTD | -99.6% | +25.9% | -125.5% | -99.5% |
| 1Y | -99.7% | +20.1% | -119.9% | -99.7% |
| 3Y | -100.0% | +12.4% | -112.4% | -100.0% |
| All | -100.0% | +11.7% | -111.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling