+19,178.1%
AME vs DD
+1,148.4%
+18,029.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.8% |
| 7D | +8.1% | +6.7% | +1.4% | +5.5% |
| 30D | -3.8% | +19.4% | -23.2% | -9.9% |
| 3M | -6.6% | +7.6% | -14.3% | -9.2% |
| 6M | +4.6% | +2.9% | +1.7% | +3.2% |
| YTD | +17.9% | +29.9% | -11.9% | +6.3% |
| 1Y | +23.2% | +28.6% | -5.4% | +11.4% |
| 3Y | +62.9% | +90.0% | -27.1% | +24.3% |
| 5Y | +77.5% | +68.1% | +9.4% | +39.5% |
| 10Y | +444.7% | +98.7% | +346.0% | +284.8% |
| All | +19,178.1% | +1,148.4% | +18,029.7% | +6,705.3% |
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