+87.0%
AMZN vs DFNS
-100.0%
+187.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | -0.3% |
| 7D | +2.8% | -6.0% | +8.8% | +2.8% |
| 30D | +5.0% | -71.2% | +76.1% | +4.7% |
| 3M | +0.6% | -94.5% | +95.1% | 0.0% |
| 6M | -1.3% | -96.5% | +95.3% | -1.4% |
| YTD | +15.5% | -99.6% | +115.2% | +14.9% |
| 1Y | +12.2% | -99.7% | +111.9% | +11.6% |
| 3Y | +87.0% | -100.0% | +187.0% | +86.9% |
| All | +87.0% | -100.0% | +187.0% | +86.9% |
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