+431.3%
AME vs DRI
+343.2%
+88.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -4.1% | +4.2% | -8.4% | -5.5% |
| 30D | -4.1% | +15.7% | -19.8% | -8.9% |
| 3M | -5.6% | +5.8% | -11.4% | -7.9% |
| 6M | +2.8% | +18.4% | -15.6% | -3.7% |
| YTD | +16.6% | +28.2% | -11.6% | +5.8% |
| 1Y | +21.1% | +35.9% | -14.8% | +7.6% |
| 3Y | +61.1% | +67.7% | -6.7% | +30.6% |
| 5Y | +76.6% | +77.9% | -1.3% | +38.1% |
| 10Y | +431.3% | +338.7% | +92.6% | +174.2% |
| All | +431.3% | +343.2% | +88.1% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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