-28.1%
DT vs AME
+85.0%
-113.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -4.9% | +2.8% | -7.6% | -6.3% |
| 30D | +2.7% | -6.3% | +9.0% | +6.2% |
| 3M | +20.0% | +5.4% | +14.6% | +15.5% |
| 6M | +28.0% | +7.4% | +20.6% | +19.9% |
| YTD | +16.0% | +16.2% | -0.1% | +2.0% |
| 1Y | +0.7% | +26.8% | -26.1% | -17.3% |
| 3Y | +6.2% | +57.5% | -51.3% | -29.3% |
| 5Y | -28.1% | +84.8% | -113.0% | -60.3% |
| All | -28.1% | +85.0% | -113.2% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling