+12,403.1%
AME vs DRI
+8,100.2%
+4,302.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.8% |
| 7D | -1.5% | +3.1% | -4.6% | -2.4% |
| 30D | -4.2% | +16.2% | -20.4% | -8.0% |
| 3M | -5.9% | +8.4% | -14.3% | -8.3% |
| 6M | +2.8% | +19.0% | -16.2% | -2.5% |
| YTD | +16.6% | +28.8% | -12.3% | +7.9% |
| 1Y | +22.1% | +33.1% | -11.0% | +12.0% |
| 3Y | +64.7% | +70.8% | -6.1% | +39.6% |
| 5Y | +76.6% | +74.2% | +2.3% | +47.4% |
| 10Y | +443.9% | +345.5% | +98.4% | +235.1% |
| All | +12,403.1% | +8,100.2% | +4,302.9% | +4,886.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling