-99.7%
DFNS vs AS
+133.7%
-233.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.3% | -17.4% | -17.7% |
| 7D | -37.4% | +7.1% | -44.5% | -41.6% |
| 30D | -65.8% | +12.8% | -78.6% | -69.8% |
| 3M | -95.0% | -14.7% | -80.3% | -94.3% |
| 6M | -95.8% | -9.9% | -85.9% | -95.3% |
| YTD | -99.5% | -16.1% | -83.4% | -99.5% |
| 1Y | -99.7% | +0.2% | -99.9% | -99.7% |
| All | -99.7% | +133.7% | -233.5% | -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