-100.0%
DFNS vs AMC
-91.7%
-8.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.2% | +13.9% | +12.8% |
| 7D | -13.0% | -2.8% | -10.1% | -12.9% |
| 30D | -56.9% | +14.0% | -70.9% | -57.0% |
| 3M | -93.2% | +42.5% | -135.7% | -93.3% |
| 6M | -95.4% | +142.6% | -238.0% | -95.6% |
| YTD | -99.5% | +119.2% | -218.7% | -99.5% |
| 1Y | -99.6% | +40.7% | -140.4% | -99.6% |
| 3Y | -100.0% | -57.3% | -42.7% | -100.0% |
| 5Y | -100.0% | -99.1% | -0.8% | -100.0% |
| All | -100.0% | -91.7% | -8.3% | -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