+672.9%
AMD vs DFNS
-99.9%
+772.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.7% |
| 7D | +2.6% | -16.0% | +18.6% | +2.6% |
| 30D | -0.9% | -77.7% | +76.8% | -1.0% |
| 3M | -8.7% | -77.2% | +68.5% | -8.3% |
| 6M | +136.3% | -95.2% | +231.5% | +137.5% |
| YTD | +123.0% | -98.0% | +221.0% | +124.1% |
| 1Y | +195.2% | -98.3% | +293.4% | +196.7% |
| 3Y | +336.3% | -99.9% | +436.2% | +334.4% |
| 5Y | +334.5% | -99.9% | +434.3% | +353.2% |
| All | +672.9% | -99.9% | +772.7% | +669.6% |
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 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