-99.7%
DFNS vs AU
+6.3%
-106.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.0% |
| 7D | -6.0% | -7.2% | +1.2% | -4.2% |
| 30D | -71.2% | -2.9% | -68.3% | -71.4% |
| 3M | -94.5% | -8.7% | -85.9% | -94.4% |
| 6M | -96.5% | -14.1% | -82.4% | -96.7% |
| YTD | -99.6% | +4.8% | -104.4% | -99.6% |
| 1Y | -99.7% | +11.9% | -111.6% | -99.7% |
| All | -99.7% | +6.3% | -106.0% | -99.7% |
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