-99.7%
DFNS vs AS
-3.0%
-96.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -2.9% | -16.5% | -16.5% |
| 7D | -12.7% | -3.6% | -9.1% | -9.7% |
| 30D | -65.2% | +3.4% | -68.6% | -67.4% |
| 3M | -94.6% | -8.6% | -86.0% | -93.9% |
| 6M | -96.2% | -10.0% | -86.2% | -95.5% |
| YTD | -99.6% | -19.2% | -80.4% | -99.5% |
| 1Y | -99.7% | -3.8% | -95.9% | -99.6% |
| All | -99.7% | -3.0% | -96.7% | -99.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling