+879.0%
DE vs AMC
-98.1%
+977.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.5% | -0.2% |
| 7D | +10.0% | +2.3% | +7.7% | +10.0% |
| 30D | +13.3% | -0.7% | +14.1% | +13.3% |
| 3M | +17.5% | +35.2% | -17.7% | +16.5% |
| 6M | +13.6% | +124.6% | -111.0% | +11.2% |
| YTD | +49.8% | +69.9% | -20.1% | +47.4% |
| 1Y | +47.9% | -2.6% | +50.4% | +47.0% |
| 3Y | +72.5% | -79.8% | +152.3% | +74.1% |
| 5Y | +90.2% | -99.4% | +189.6% | +98.5% |
| 10Y | +865.4% | -98.9% | +964.2% | +890.4% |
| All | +879.0% | -98.1% | +977.1% | +812.8% |
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