+261.9%
AMD vs DFNS
-100.0%
+361.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -19.6% | +2.4% | -17.2% |
| 7D | -28.6% | -37.4% | +8.8% | -28.6% |
| 30D | -37.7% | -65.8% | +28.1% | -37.7% |
| 3M | -16.1% | -95.0% | +78.9% | -16.1% |
| 6M | +13.8% | -95.8% | +109.7% | +14.4% |
| YTD | +88.8% | -99.5% | +188.4% | +89.9% |
| 1Y | +57.8% | -99.7% | +157.5% | +58.6% |
| All | +261.9% | -100.0% | +361.9% | +274.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling