+548.8%
AMAT vs DFNS
-100.0%
+648.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +12.7% | -6.7% | +6.0% |
| 7D | +7.0% | -13.0% | +19.9% | +7.0% |
| 30D | -20.6% | -56.9% | +36.3% | -20.5% |
| 3M | -24.8% | -93.2% | +68.5% | -24.5% |
| 6M | -10.7% | -95.4% | +84.7% | -10.5% |
| YTD | +54.3% | -99.5% | +153.8% | +55.3% |
| 1Y | +73.7% | -99.6% | +173.4% | +75.0% |
| 3Y | +168.4% | -100.0% | +268.4% | +163.2% |
| 5Y | +167.6% | -100.0% | +267.5% | +181.9% |
| All | +548.8% | -100.0% | +648.7% | +597.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 10y: compounded portfolio wealth divided by compounded DFNS 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…
10y analysis · Full analysis span regression · 6 months rolling