+20.4%
AME vs DAR
+63.3%
-42.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.2% | -4.5% |
| 7D | -4.4% | -5.7% | +1.2% | -4.2% |
| 30D | -5.9% | -16.6% | +10.7% | -5.3% |
| 3M | -6.5% | -13.1% | +6.5% | -6.4% |
| 6M | +3.2% | -18.8% | +22.0% | +4.1% |
| YTD | +16.0% | +45.3% | -29.3% | +6.1% |
| 1Y | +20.4% | +60.6% | -40.2% | +9.0% |
| All | +20.4% | +63.3% | -42.8% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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