-100.0%
DFNS vs AMT
-20.2%
-79.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.7% | -9.5% | -13.4% |
| 7D | -44.0% | +0.5% | -44.5% | -43.7% |
| 30D | -69.1% | +13.6% | -82.7% | -67.1% |
| 3M | -95.6% | +11.5% | -107.1% | -95.4% |
| 6M | -96.2% | +6.9% | -103.1% | -96.0% |
| YTD | -99.6% | +10.8% | -110.4% | -99.6% |
| 1Y | -99.7% | +10.3% | -110.1% | -99.7% |
| 3Y | -100.0% | +12.4% | -112.4% | -100.0% |
| All | -100.0% | -20.2% | -79.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling