-99.8%
DFNS vs AMIX
-100.0%
+0.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -5.6% | -14.1% | -19.6% |
| 7D | -37.4% | -25.5% | -11.9% | -37.1% |
| 30D | -65.8% | -56.2% | -9.6% | -65.4% |
| 3M | -95.0% | -87.4% | -7.6% | -94.9% |
| 6M | -95.8% | -80.9% | -14.9% | -95.5% |
| YTD | -99.5% | -86.8% | -12.7% | -99.5% |
| 1Y | -99.7% | -91.3% | -8.4% | -99.7% |
| All | -99.8% | -100.0% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling