+117.1%
AMAT vs DFNS
-100.0%
+217.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -19.6% | +6.1% | -13.5% |
| 7D | -24.3% | -37.4% | +13.1% | -24.2% |
| 30D | -39.8% | -65.8% | +26.0% | -39.7% |
| 3M | -40.2% | -95.0% | +54.8% | -39.9% |
| 6M | -22.1% | -95.8% | +73.7% | -21.9% |
| YTD | +24.7% | -99.5% | +124.2% | +25.6% |
| 1Y | +33.3% | -99.7% | +133.0% | +34.4% |
| 3Y | +133.9% | -100.0% | +233.8% | +133.1% |
| 5Y | +117.1% | -100.0% | +217.0% | +147.6% |
| All | +117.1% | -100.0% | +217.0% | +147.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling