+18,884.9%
AME vs DD
+961.9%
+17,923.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.4% |
| 7D | +0.6% | -3.5% | +4.1% | +2.0% |
| 30D | -6.7% | -10.3% | +3.6% | -2.9% |
| 3M | +4.1% | -7.5% | +11.6% | +7.0% |
| 6M | +1.6% | -8.0% | +9.6% | +4.4% |
| YTD | +16.1% | +10.5% | +5.7% | +11.3% |
| 1Y | +27.3% | +38.3% | -10.9% | +11.7% |
| 3Y | +50.9% | +42.5% | +8.4% | +27.9% |
| 5Y | +81.4% | +60.2% | +21.2% | +45.0% |
| 10Y | +417.0% | +68.9% | +348.1% | +288.1% |
| All | +18,884.9% | +961.9% | +17,923.0% | +7,020.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling