-99.6%
DFNS vs AMT
+9.1%
-108.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.1% | +12.8% | +12.8% |
| 7D | -13.0% | -2.4% | -10.6% | -11.9% |
| 30D | -56.9% | +4.2% | -61.1% | -58.1% |
| 3M | -93.2% | +13.4% | -106.6% | -93.9% |
| 6M | -95.4% | +9.4% | -104.8% | -95.7% |
| YTD | -99.5% | +11.7% | -111.2% | -99.5% |
| 1Y | -99.6% | +7.1% | -106.8% | -99.7% |
| All | -99.6% | +9.1% | -108.7% | -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