-100.0%
DFNS vs AMC
-92.1%
-7.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.8% | -5.4% |
| 7D | -6.0% | +3.5% | -9.5% | -6.1% |
| 30D | -71.2% | +12.5% | -83.6% | -71.3% |
| 3M | -94.5% | +23.6% | -118.1% | -94.6% |
| 6M | -96.5% | +144.4% | -240.9% | -96.6% |
| YTD | -99.6% | +108.3% | -208.0% | -99.6% |
| 1Y | -99.7% | +38.9% | -138.6% | -99.7% |
| 3Y | -100.0% | -58.9% | -41.1% | -100.0% |
| 5Y | -100.0% | -99.2% | -0.8% | -100.0% |
| All | -100.0% | -92.1% | -7.9% | -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