-99.8%
DFNS vs AS
+134.9%
-234.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.5% | -12.7% | -12.6% |
| 7D | -44.0% | +6.9% | -50.9% | -47.7% |
| 30D | -69.1% | +16.0% | -85.1% | -73.4% |
| 3M | -95.6% | -12.8% | -82.8% | -95.1% |
| 6M | -96.2% | -15.4% | -80.8% | -95.5% |
| YTD | -99.6% | -15.7% | -83.9% | -99.5% |
| 1Y | -99.7% | +6.1% | -105.8% | -99.8% |
| All | -99.8% | +134.9% | -234.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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