+115.6%
DT vs AME
+174.7%
-59.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.1% |
| 7D | -2.5% | 0.0% | -2.6% | -2.6% |
| 30D | +3.5% | -8.6% | +12.2% | +9.1% |
| 3M | +26.7% | +5.8% | +20.9% | +21.5% |
| 6M | +36.1% | +3.8% | +32.3% | +29.9% |
| YTD | +18.6% | +14.4% | +4.2% | +5.2% |
| 1Y | +7.9% | +25.8% | -17.9% | -10.8% |
| 3Y | +8.6% | +55.2% | -46.6% | -24.3% |
| 5Y | -26.7% | +85.5% | -112.2% | -55.3% |
| All | +115.6% | +174.7% | -59.1% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling