+525.6%
AMAT vs DFNS
-100.0%
+625.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -19.4% | +15.8% | -3.5% |
| 7D | +19.3% | -12.7% | +32.0% | +19.4% |
| 30D | -17.9% | -65.2% | +47.3% | -17.8% |
| 3M | -30.4% | -94.6% | +64.1% | -30.1% |
| 6M | -11.4% | -96.2% | +84.8% | -11.2% |
| YTD | +48.8% | -99.6% | +148.4% | +49.8% |
| 1Y | +66.0% | -99.7% | +165.7% | +67.3% |
| 3Y | +158.8% | -100.0% | +258.8% | +153.9% |
| 5Y | +153.2% | -100.0% | +253.2% | +166.7% |
| All | +525.6% | -100.0% | +625.5% | +572.4% |
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