-99.7%
DFNS vs AMDL
+119.6%
-219.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +14.3% | -1.6% | +12.3% |
| 7D | -13.0% | +18.5% | -31.5% | -13.3% |
| 30D | -56.9% | -24.2% | -32.6% | -56.7% |
| 3M | -93.2% | +11.5% | -104.7% | -93.2% |
| 6M | -95.4% | -1.0% | -94.4% | -95.5% |
| YTD | -99.5% | +260.3% | -359.8% | -99.5% |
| 1Y | -99.6% | +178.2% | -277.8% | -99.7% |
| All | -99.7% | +119.6% | -219.3% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling