+72.5%
AMZN vs DFNS
-100.0%
+172.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -19.4% | +19.8% | +0.4% |
| 7D | +2.8% | -12.7% | +15.4% | +2.8% |
| 30D | +3.4% | -65.2% | +68.6% | +3.2% |
| 3M | +0.1% | -94.6% | +94.6% | -0.5% |
| 6M | +0.6% | -96.2% | +96.9% | +0.5% |
| YTD | +15.9% | -99.6% | +115.5% | +15.3% |
| 1Y | +9.5% | -99.7% | +109.2% | +8.9% |
| 3Y | +86.3% | -100.0% | +186.3% | +86.5% |
| 5Y | +51.7% | -100.0% | +151.7% | +55.7% |
| All | +72.5% | -100.0% | +172.5% | +83.1% |
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 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