-94.6%
DFNS vs AMCR
-7.4%
-87.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -1.3% | -18.0% | -19.1% |
| 7D | -12.7% | -4.5% | -8.2% | -12.0% |
| 30D | -65.2% | +4.9% | -70.1% | -64.4% |
| 3M | -94.6% | -4.6% | -90.0% | -95.1% |
| All | -94.6% | -7.4% | -87.1% | -95.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling