-100.0%
DFNS vs AMC
-91.9%
-8.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -2.3% | -17.0% | -19.3% |
| 7D | -12.7% | +8.4% | -21.1% | -12.9% |
| 30D | -65.2% | +9.2% | -74.4% | -65.3% |
| 3M | -94.6% | +32.0% | -126.6% | -94.6% |
| 6M | -96.2% | +149.3% | -245.5% | -96.3% |
| YTD | -99.6% | +114.1% | -213.7% | -99.6% |
| 1Y | -99.7% | +35.8% | -135.5% | -99.7% |
| 3Y | -100.0% | -58.3% | -41.7% | -100.0% |
| 5Y | -100.0% | -99.2% | -0.8% | -100.0% |
| All | -100.0% | -91.9% | -8.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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