-99.9%
DFNS vs AMCR
+8.5%
-108.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.9% | -5.8% |
| 7D | +4.6% | -6.3% | +10.9% | +1.7% |
| 30D | -73.9% | -7.1% | -66.7% | -74.7% |
| 3M | -71.7% | +12.7% | -84.4% | -69.1% |
| 6M | -94.6% | +5.2% | -99.7% | -94.5% |
| YTD | -98.1% | +8.1% | -106.1% | -98.0% |
| 1Y | -98.3% | +11.7% | -110.0% | -98.2% |
| All | -99.9% | +8.5% | -108.4% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling