-95.2%
DFNS vs AMRZ
-28.4%
-66.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.3% |
| 7D | -16.0% | -1.9% | -14.1% | -13.0% |
| 30D | -77.7% | -16.9% | -60.8% | -69.6% |
| 3M | -77.2% | -19.2% | -58.0% | -70.0% |
| 6M | -95.2% | -29.3% | -65.9% | -93.9% |
| All | -95.2% | -28.4% | -66.8% | -93.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling