-99.7%
DFNS vs AMC
+43.0%
-142.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.8% | +11.1% | +12.2% |
| 7D | -37.0% | +5.5% | -42.5% | -38.2% |
| 30D | -63.4% | +16.1% | -79.5% | -65.5% |
| 3M | -94.1% | +43.0% | -137.0% | -95.1% |
| 6M | -96.3% | +130.7% | -227.0% | -97.1% |
| YTD | -99.6% | +121.8% | -221.4% | -99.6% |
| 1Y | -99.7% | +40.7% | -140.4% | -99.7% |
| All | -99.7% | +43.0% | -142.7% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling