-99.6%
DFNS vs AMCR
+32.3%
-131.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.3% | -21.6% | -20.8% |
| 7D | -27.7% | +6.2% | -33.9% | -32.2% |
| 30D | -58.0% | +16.0% | -74.0% | -63.7% |
| 3M | -94.0% | +4.4% | -98.3% | -94.3% |
| 6M | -94.6% | +35.5% | -130.1% | -95.5% |
| YTD | -99.4% | +21.5% | -121.0% | -99.5% |
| 1Y | -99.6% | +30.7% | -130.4% | -99.7% |
| All | -99.6% | +32.3% | -131.9% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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