+431.3%
AME vs DAR
+269.9%
+161.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.9% | +0.5% |
| 7D | -4.1% | -3.8% | -0.3% | -3.2% |
| 30D | -4.1% | -14.4% | +10.3% | -0.6% |
| 3M | -5.6% | -17.9% | +12.3% | -1.5% |
| 6M | +2.8% | -18.3% | +21.1% | +7.0% |
| YTD | +16.6% | +43.2% | -26.6% | +5.0% |
| 1Y | +21.1% | +57.7% | -36.6% | +6.2% |
| 3Y | +61.1% | +22.7% | +38.4% | +43.7% |
| 5Y | +76.6% | -34.0% | +110.6% | +81.9% |
| 10Y | +431.3% | +279.5% | +151.8% | +190.3% |
| All | +431.3% | +269.9% | +161.4% | +190.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling