+99.2%
DE vs AMC
-99.4%
+198.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.5% | -0.3% |
| 7D | +10.0% | +2.3% | +7.7% | +9.9% |
| 30D | +13.3% | -0.7% | +14.1% | +13.3% |
| 3M | +17.5% | +35.2% | -17.7% | +15.1% |
| 6M | +13.6% | +124.6% | -111.0% | +8.0% |
| YTD | +49.8% | +69.9% | -20.1% | +44.1% |
| 1Y | +47.9% | -2.6% | +50.4% | +46.0% |
| 3Y | +72.5% | -79.8% | +152.3% | +78.4% |
| All | +99.2% | -99.4% | +198.6% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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