+850.4%
DE vs AMC
-97.7%
+948.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.7% | +1.2% |
| 7D | -0.6% | +2.6% | -3.2% | -0.6% |
| 30D | +2.3% | +9.0% | -6.8% | +2.1% |
| 3M | +9.5% | +22.2% | -12.7% | +9.0% |
| 6M | +14.1% | +91.5% | -77.4% | +12.1% |
| YTD | +45.4% | +101.3% | -55.9% | +42.5% |
| 1Y | +42.9% | +20.8% | +22.1% | +41.4% |
| 3Y | +84.8% | -71.3% | +156.2% | +85.7% |
| 5Y | +101.8% | -99.2% | +201.1% | +109.7% |
| 10Y | +788.0% | -98.7% | +886.7% | +812.5% |
| All | +850.4% | -97.7% | +948.1% | +782.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling