-99.7%
DFNS vs APTV
-52.1%
-47.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.9% | +13.7% | +13.7% |
| 7D | -37.0% | -4.3% | -32.7% | -33.9% |
| 30D | -63.4% | -9.7% | -53.7% | -59.4% |
| 3M | -94.1% | -20.6% | -73.5% | -92.3% |
| 6M | -96.3% | -31.7% | -64.6% | -94.1% |
| YTD | -99.6% | -48.0% | -51.6% | -99.2% |
| All | -99.7% | -52.1% | -47.6% | -99.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling