-22.1%
AMAT vs DFNS
-95.7%
+73.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -19.6% | +6.1% | -13.6% |
| 7D | -24.3% | -37.4% | +13.1% | -24.3% |
| 30D | -39.8% | -65.8% | +26.0% | -39.9% |
| 3M | -40.2% | -95.0% | +54.8% | -40.8% |
| 6M | -22.1% | -95.8% | +73.7% | -10.7% |
| All | -22.1% | -95.7% | +73.6% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling