-98.3%
DFNS vs AU
+72.0%
-170.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.8% |
| 7D | -6.3% | -4.3% | -2.1% | -4.5% |
| 30D | -74.0% | +7.3% | -81.3% | -74.9% |
| 3M | -70.1% | +26.3% | -96.5% | -73.2% |
| 6M | -93.9% | +1.8% | -95.7% | -94.3% |
| YTD | -98.1% | +26.8% | -124.9% | -98.4% |
| 1Y | -98.3% | +66.7% | -165.0% | -98.8% |
| All | -98.3% | +72.0% | -170.3% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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