-99.9%
DFNS vs AU
+294.2%
-394.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.5% |
| 7D | -16.0% | -3.6% | -12.4% | -16.2% |
| 30D | -77.7% | +23.9% | -101.6% | -77.4% |
| 3M | -77.2% | +19.1% | -96.3% | -77.4% |
| 6M | -95.2% | -0.2% | -95.0% | -95.3% |
| YTD | -98.0% | +32.5% | -130.4% | -97.9% |
| 1Y | -98.3% | +96.9% | -195.2% | -98.1% |
| 3Y | -99.9% | +614.7% | -714.6% | -99.8% |
| 5Y | -99.9% | +647.7% | -747.6% | -99.8% |
| All | -99.9% | +294.2% | -394.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling