-99.9%
DFNS vs APTV
-54.7%
-45.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | +1.3% |
| 7D | +0.8% | +2.0% | -1.2% | -0.1% |
| 30D | -73.2% | -7.7% | -65.5% | -72.1% |
| 3M | -72.4% | -34.0% | -38.4% | -66.9% |
| 6M | -95.2% | -37.1% | -58.1% | -94.3% |
| YTD | -98.0% | -39.9% | -58.1% | -97.6% |
| 1Y | -98.3% | -44.4% | -53.8% | -97.9% |
| 3Y | -99.9% | -54.5% | -45.4% | -99.8% |
| All | -99.9% | -54.7% | -45.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling