-99.9%
DFNS vs APTV
-41.3%
-58.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | -0.1% |
| 7D | -16.0% | +4.8% | -20.8% | -16.8% |
| 30D | -77.7% | +2.0% | -79.7% | -77.8% |
| 3M | -77.2% | -34.2% | -42.9% | -75.2% |
| 6M | -95.2% | -34.7% | -60.5% | -94.8% |
| YTD | -98.0% | -37.0% | -61.0% | -97.8% |
| 1Y | -98.3% | -40.4% | -57.9% | -98.1% |
| 3Y | -99.9% | -54.1% | -45.8% | -99.9% |
| 5Y | -99.9% | -68.0% | -31.8% | -99.8% |
| All | -99.9% | -41.3% | -58.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling