+646.7%
AMAT vs DFNS
-99.9%
+746.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.3% |
| 7D | -1.5% | -16.0% | +14.5% | -1.5% |
| 30D | -14.8% | -77.7% | +62.9% | -14.6% |
| 3M | -9.3% | -77.2% | +67.9% | -9.3% |
| 6M | +27.4% | -95.2% | +122.6% | +27.8% |
| YTD | +77.6% | -98.0% | +175.5% | +78.4% |
| 1Y | +188.9% | -98.3% | +287.2% | +190.4% |
| 3Y | +202.3% | -99.9% | +302.2% | +196.1% |
| 5Y | +248.9% | -99.9% | +348.8% | +268.2% |
| All | +646.7% | -99.9% | +746.5% | +700.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling