+69.5%
AME vs DRI
+74.0%
-4.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.6% | +2.8% |
| 7D | -5.2% | +2.8% | -8.0% | -6.0% |
| 30D | -8.0% | +13.3% | -21.3% | -11.6% |
| 3M | -8.9% | +8.2% | -17.1% | -11.5% |
| 6M | -5.0% | +17.5% | -22.5% | -10.4% |
| YTD | +11.9% | +26.9% | -15.0% | +2.4% |
| 1Y | +16.6% | +31.6% | -14.9% | +5.3% |
| 3Y | +62.5% | +67.0% | -4.5% | +31.8% |
| All | +69.5% | +74.0% | -4.5% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling