+264.6%
AMD vs DFNS
-100.0%
+364.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -5.5% | -3.3% | -8.8% |
| 7D | +18.9% | -6.0% | +24.9% | +18.9% |
| 30D | -6.4% | -71.2% | +64.7% | -6.4% |
| 3M | +10.6% | -94.5% | +105.1% | +10.6% |
| 6M | +19.9% | -96.5% | +116.4% | +20.4% |
| YTD | +149.4% | -99.6% | +249.0% | +150.7% |
| 1Y | +115.4% | -99.7% | +215.1% | +116.6% |
| 3Y | +357.3% | -100.0% | +457.3% | +355.0% |
| All | +264.6% | -100.0% | +364.5% | +358.1% |
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