-98.8%
DFNS vs AMDL
+95.0%
-193.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.2% | -8.6% | +0.5% |
| 7D | -16.0% | +4.5% | -20.5% | -16.0% |
| 30D | -77.7% | -4.4% | -73.3% | -77.7% |
| 3M | -77.2% | -30.5% | -46.7% | -77.1% |
| 6M | -95.2% | +300.9% | -396.1% | -95.5% |
| YTD | -98.0% | +219.9% | -317.9% | -98.1% |
| 1Y | -98.3% | +374.7% | -473.0% | -98.4% |
| All | -98.8% | +95.0% | -193.8% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling