-99.7%
DFNS vs AMT
+12.4%
-112.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.7% | +12.1% | +12.5% |
| 7D | -37.0% | +1.6% | -38.6% | -37.4% |
| 30D | -63.4% | +4.5% | -67.9% | -64.4% |
| 3M | -94.1% | +13.8% | -107.9% | -94.7% |
| 6M | -96.3% | +10.0% | -106.4% | -96.5% |
| YTD | -99.6% | +11.8% | -111.3% | -99.6% |
| 1Y | -99.7% | +10.2% | -109.9% | -99.7% |
| All | -99.7% | +12.4% | -112.1% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling