-99.8%
DFNS vs AS
+137.8%
-237.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.8% | +14.7% | +14.4% |
| 7D | -37.0% | +4.5% | -41.5% | -40.0% |
| 30D | -63.4% | +13.2% | -76.6% | -67.8% |
| 3M | -94.1% | -11.9% | -82.2% | -93.4% |
| 6M | -96.3% | -11.6% | -84.7% | -95.8% |
| YTD | -99.6% | -14.7% | -84.9% | -99.5% |
| 1Y | -99.7% | +5.7% | -105.4% | -99.7% |
| All | -99.8% | +137.8% | -237.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling