-100.0%
DFNS vs AME
+169.6%
-269.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.2% | -0.5% |
| 7D | -42.8% | -1.5% | -41.3% | -43.9% |
| 30D | -67.6% | -4.2% | -63.4% | -68.6% |
| 3M | -94.9% | -5.9% | -88.9% | -95.1% |
| 6M | -96.7% | +2.8% | -99.6% | -96.6% |
| YTD | -99.6% | +16.6% | -116.2% | -99.6% |
| 1Y | -99.7% | +22.1% | -121.9% | -99.7% |
| 3Y | -100.0% | +64.7% | -164.7% | -100.0% |
| 5Y | -100.0% | +76.6% | -176.6% | -100.0% |
| All | -100.0% | +169.6% | -269.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling