+76.6%
AME vs DD
+71.8%
+4.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.9% | -1.7% | +1.8% |
| 7D | -1.5% | +9.8% | -11.3% | -5.1% |
| 30D | -4.2% | +19.3% | -23.5% | -10.6% |
| 3M | -5.9% | +9.4% | -15.3% | -9.3% |
| 6M | +2.8% | +4.8% | -2.0% | +0.6% |
| YTD | +16.6% | +30.2% | -13.7% | +4.5% |
| 1Y | +22.1% | +32.2% | -10.1% | +8.7% |
| 3Y | +64.7% | +93.1% | -28.4% | +22.2% |
| 5Y | +76.6% | +68.0% | +8.6% | +34.5% |
| All | +76.6% | +71.8% | +4.8% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling