-99.9%
DFNS vs AME
+54.4%
-154.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +2.6% |
| 7D | -16.0% | +0.6% | -16.6% | -15.6% |
| 30D | -77.7% | -6.7% | -71.0% | -79.6% |
| 3M | -77.2% | +4.1% | -81.3% | -74.8% |
| 6M | -95.2% | +1.6% | -96.8% | -94.9% |
| YTD | -98.0% | +16.1% | -114.1% | -97.3% |
| 1Y | -98.3% | +27.3% | -125.6% | -97.4% |
| All | -99.9% | +54.4% | -154.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling