-99.9%
DFNS vs AME
+167.0%
-266.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -5.0% |
| 7D | +4.6% | +1.3% | +3.3% | +5.5% |
| 30D | -73.9% | -6.6% | -67.3% | -75.0% |
| 3M | -71.7% | +3.0% | -74.7% | -70.5% |
| 6M | -94.6% | +5.3% | -99.9% | -94.2% |
| YTD | -98.1% | +15.4% | -113.5% | -97.8% |
| 1Y | -98.3% | +26.8% | -125.1% | -98.0% |
| 3Y | -99.9% | +56.5% | -156.4% | -99.9% |
| 5Y | -99.9% | +85.2% | -185.1% | -99.8% |
| All | -99.9% | +167.0% | -266.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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