+428.5%
AME vs DD
+64.9%
+363.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.6% |
| 7D | +1.3% | -3.8% | +5.1% | +3.1% |
| 30D | -6.6% | -9.2% | +2.7% | -2.3% |
| 3M | +3.0% | -9.0% | +12.0% | +7.3% |
| 6M | +5.3% | -5.0% | +10.3% | +7.2% |
| YTD | +15.4% | +7.4% | +8.0% | +10.6% |
| 1Y | +26.8% | +35.1% | -8.3% | +8.3% |
| 3Y | +56.5% | +43.2% | +13.3% | +25.5% |
| 5Y | +85.2% | +59.6% | +25.6% | +36.6% |
| 10Y | +428.5% | +66.5% | +362.0% | +217.6% |
| All | +428.5% | +64.9% | +363.6% | +217.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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