-99.9%
DFNS vs AU
+673.1%
-773.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +1.3% |
| 7D | -3.3% | -7.0% | +3.6% | -3.7% |
| 30D | -73.1% | +7.3% | -80.4% | -72.9% |
| 3M | -71.4% | +33.2% | -104.6% | -71.0% |
| 6M | -93.8% | -0.6% | -93.2% | -94.1% |
| YTD | -98.0% | +26.2% | -124.2% | -98.0% |
| 1Y | -98.2% | +68.3% | -166.4% | -98.0% |
| 3Y | -99.9% | +592.1% | -692.0% | -99.8% |
| 5Y | -99.9% | +685.3% | -785.1% | -99.8% |
| All | -99.9% | +673.1% | -773.0% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling