-99.9%
DFNS vs APTV
-45.5%
-54.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -2.0% | -4.0% |
| 7D | +4.6% | -1.2% | +5.8% | +5.0% |
| 30D | -73.9% | -10.6% | -63.2% | -73.2% |
| 3M | -71.7% | -35.0% | -36.7% | -69.0% |
| 6M | -94.6% | -38.9% | -55.7% | -94.1% |
| YTD | -98.1% | -41.5% | -56.6% | -97.9% |
| 1Y | -98.3% | -45.8% | -52.5% | -98.1% |
| 3Y | -99.9% | -55.7% | -44.2% | -99.9% |
| 5Y | -99.9% | -70.1% | -29.8% | -99.8% |
| All | -99.9% | -45.5% | -54.4% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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