+18,888.1%
AME vs DTE
+3,521.9%
+15,366.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +2.8% | +0.9% | +1.9% | +2.4% |
| 30D | -6.3% | -1.9% | -4.4% | -5.5% |
| 3M | +5.4% | -3.3% | +8.7% | +6.7% |
| 6M | +7.4% | -7.1% | +14.6% | +10.5% |
| YTD | +16.2% | +8.1% | +8.1% | +11.7% |
| 1Y | +26.8% | +5.3% | +21.5% | +23.1% |
| 3Y | +57.5% | +48.2% | +9.3% | +29.6% |
| 5Y | +84.8% | +33.2% | +51.6% | +58.1% |
| 10Y | +424.3% | +137.5% | +286.8% | +242.4% |
| All | +18,888.1% | +3,521.9% | +15,366.2% | +5,192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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