-99.9%
DFNS vs APO
+192.0%
-291.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | -16.0% | -1.0% | -15.0% | -16.0% |
| 30D | -77.7% | +3.5% | -81.2% | -77.7% |
| 3M | -77.2% | +4.5% | -81.7% | -77.0% |
| 6M | -95.2% | +22.8% | -118.0% | -95.1% |
| YTD | -98.0% | -6.5% | -91.5% | -98.0% |
| 1Y | -98.3% | +0.8% | -99.1% | -98.3% |
| 3Y | -99.9% | +62.0% | -161.8% | -99.9% |
| 5Y | -99.9% | +138.2% | -238.1% | -99.9% |
| All | -99.9% | +192.0% | -291.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 all: compounded portfolio wealth divided by compounded APO 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…
all analysis · Full analysis span regression · 6 months rolling