-98.3%
DFNS vs AMCR
+9.4%
-107.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -1.1% |
| 7D | -6.3% | -6.3% | -0.1% | -0.5% |
| 30D | -74.0% | -7.8% | -66.2% | -71.9% |
| 3M | -70.1% | +7.5% | -77.7% | -70.3% |
| 6M | -93.9% | +2.7% | -96.6% | -93.7% |
| YTD | -98.1% | +6.0% | -104.1% | -98.1% |
| 1Y | -98.3% | +7.8% | -106.1% | -98.2% |
| All | -98.3% | +9.4% | -107.7% | -98.2% |
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