-4.2%
DT vs AME
+24.0%
-28.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.2% |
| 7D | +3.1% | +5.9% | -2.7% | +4.1% |
| 30D | -29.5% | -1.9% | -27.6% | -29.8% |
| 3M | -11.7% | -5.4% | -6.4% | -12.9% |
| 6M | +29.0% | +4.9% | +24.1% | +32.0% |
| YTD | +3.4% | +18.5% | -15.1% | +4.9% |
| 1Y | -4.2% | +25.5% | -29.7% | -3.9% |
| All | -4.2% | +24.0% | -28.2% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling