-99.3%
DFNS vs AMRZ
-19.2%
-80.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -2.0% |
| 7D | +4.6% | -4.7% | +9.3% | +10.4% |
| 30D | -73.9% | -11.3% | -62.6% | -70.1% |
| 3M | -71.7% | -22.1% | -49.7% | -62.2% |
| 6M | -94.6% | -29.6% | -65.0% | -92.3% |
| YTD | -98.1% | -23.3% | -74.8% | -97.5% |
| 1Y | -98.3% | -23.7% | -74.6% | -97.8% |
| All | -99.3% | -19.2% | -80.1% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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