-99.8%
DFNS vs AMDL
+102.5%
-202.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -17.6% | +12.1% | -5.0% |
| 7D | -6.0% | +37.2% | -43.2% | -7.0% |
| 30D | -71.2% | -24.0% | -47.1% | -71.1% |
| 3M | -94.5% | -1.0% | -93.5% | -94.5% |
| 6M | -96.5% | -3.2% | -93.3% | -96.6% |
| YTD | -99.6% | +232.2% | -331.8% | -99.6% |
| 1Y | -99.7% | +137.7% | -237.4% | -99.7% |
| All | -99.8% | +102.5% | -202.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling