-100.0%
DFNS vs AMT
-11.3%
-88.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.2% | -19.1% | -19.4% |
| 7D | -12.7% | -2.2% | -10.5% | -13.5% |
| 30D | -65.2% | +5.8% | -71.0% | -64.2% |
| 3M | -94.6% | +12.6% | -107.1% | -94.3% |
| 6M | -96.2% | +8.3% | -104.6% | -96.1% |
| YTD | -99.6% | +11.4% | -111.0% | -99.6% |
| 1Y | -99.7% | +7.7% | -107.4% | -99.7% |
| 3Y | -100.0% | +14.8% | -114.8% | -100.0% |
| 5Y | -100.0% | -18.0% | -82.0% | -100.0% |
| All | -100.0% | -11.3% | -88.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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