-99.8%
DFNS vs AMIX
-99.9%
+0.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +8.8% | +4.0% | +12.7% |
| 7D | -37.0% | +11.4% | -48.4% | -37.1% |
| 30D | -63.4% | -40.5% | -22.9% | -63.1% |
| 3M | -94.1% | -80.1% | -14.0% | -94.0% |
| 6M | -96.3% | -74.8% | -21.5% | -96.1% |
| YTD | -99.6% | -84.0% | -15.6% | -99.5% |
| 1Y | -99.7% | -89.7% | -10.0% | -99.7% |
| All | -99.8% | -99.9% | +0.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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