-100.0%
DFNS vs APO
+168.1%
-268.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.4% | +12.4% | +12.8% |
| 7D | -37.0% | +8.1% | -45.1% | -36.8% |
| 30D | -63.4% | +3.4% | -66.8% | -63.3% |
| 3M | -94.1% | -6.6% | -87.4% | -94.1% |
| 6M | -96.3% | -7.1% | -89.2% | -96.3% |
| YTD | -99.6% | -14.1% | -85.4% | -99.6% |
| 1Y | -99.7% | -4.7% | -95.0% | -99.7% |
| 3Y | -100.0% | +51.3% | -151.3% | -100.0% |
| 5Y | -100.0% | +82.7% | -182.7% | -100.0% |
| All | -100.0% | +168.1% | -268.0% | -100.0% |
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