-95.0%
DFNS vs AMT
+12.8%
-107.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -0.4% | -19.2% | -20.0% |
| 7D | -37.4% | +4.4% | -41.8% | -34.5% |
| 30D | -65.8% | +17.7% | -83.5% | -62.6% |
| 3M | -95.0% | +16.7% | -111.7% | -94.3% |
| All | -95.0% | +12.8% | -107.8% | -94.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling