-96.5%
DFNS vs AU
-14.7%
-81.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -4.5% |
| 7D | -6.0% | -7.2% | +1.2% | -2.1% |
| 30D | -71.2% | -2.9% | -68.3% | -71.8% |
| 3M | -94.5% | -8.7% | -85.9% | -94.6% |
| 6M | -96.5% | -14.1% | -82.4% | -97.1% |
| All | -96.5% | -14.7% | -81.9% | -97.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling