+199.0%
AMD vs DFNS
-100.0%
+299.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -12.2% | +23.3% | +11.0% |
| 7D | -11.0% | -44.0% | +33.0% | -11.0% |
| 30D | -30.5% | -69.1% | +38.7% | -30.4% |
| 3M | -8.2% | -95.6% | +87.4% | -8.2% |
| 6M | +6.6% | -96.2% | +102.7% | +7.1% |
| YTD | +109.7% | -99.6% | +209.3% | +110.8% |
| 1Y | +88.9% | -99.7% | +188.7% | +89.9% |
| 3Y | +301.8% | -100.0% | +401.8% | +295.9% |
| All | +199.0% | -100.0% | +299.0% | +262.2% |
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