+45.8%
AMZN vs DFNS
-99.9%
+145.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | +0.8% | +0.8% | 0.0% | +0.8% |
| 30D | -6.4% | -73.2% | +66.8% | -6.6% |
| 3M | +4.8% | -72.4% | +77.2% | +5.1% |
| 6M | +20.5% | -95.2% | +115.7% | +20.5% |
| YTD | +11.3% | -98.0% | +109.3% | +11.1% |
| 1Y | +9.0% | -98.3% | +107.2% | +8.8% |
| 3Y | +85.9% | -99.9% | +185.8% | +87.5% |
| 5Y | +45.8% | -99.9% | +145.6% | +46.9% |
| All | +45.8% | -99.9% | +145.6% | +46.9% |
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 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