-99.9%
DFNS vs AME
+85.0%
-184.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.8% | +2.8% | -2.0% | +3.1% |
| 30D | -73.2% | -6.3% | -67.0% | -74.5% |
| 3M | -72.4% | +5.4% | -77.8% | -70.4% |
| 6M | -95.2% | +7.4% | -102.7% | -94.7% |
| YTD | -98.0% | +16.2% | -114.1% | -97.6% |
| 1Y | -98.3% | +26.8% | -125.1% | -97.8% |
| 3Y | -99.9% | +57.5% | -157.4% | -99.8% |
| 5Y | -99.9% | +84.8% | -184.7% | -99.8% |
| All | -99.9% | +85.0% | -184.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling