-99.9%
DFNS vs AMC
-99.4%
-0.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.1% |
| 7D | -16.0% | +2.3% | -18.3% | -16.3% |
| 30D | -77.7% | -0.7% | -76.9% | -77.8% |
| 3M | -77.2% | +35.2% | -112.4% | -78.1% |
| 6M | -95.2% | +124.6% | -219.8% | -95.6% |
| YTD | -98.0% | +69.9% | -167.8% | -98.1% |
| 1Y | -98.3% | -2.6% | -95.7% | -98.3% |
| 3Y | -99.9% | -79.8% | -20.1% | -99.9% |
| All | -99.9% | -99.4% | -0.4% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling