+847.2%
AMD vs DFNS
-100.0%
+947.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -19.4% | +25.2% | +5.9% |
| 7D | +44.7% | -12.7% | +57.4% | +44.7% |
| 30D | -3.3% | -65.2% | +61.9% | -3.3% |
| 3M | +21.2% | -94.6% | +115.8% | +21.2% |
| 6M | +30.6% | -96.2% | +126.8% | +31.2% |
| YTD | +173.3% | -99.6% | +272.9% | +174.8% |
| 1Y | +126.1% | -99.7% | +225.8% | +127.3% |
| 3Y | +393.5% | -100.0% | +493.5% | +390.7% |
| 5Y | +295.8% | -100.0% | +395.7% | +312.4% |
| All | +847.2% | -100.0% | +947.2% | +843.6% |
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 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