-42.9%
DT vs AME
+69.6%
-112.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.9% |
| 7D | -24.7% | -5.2% | -19.5% | -22.9% |
| 30D | -27.4% | -8.0% | -19.3% | -24.4% |
| 3M | -11.1% | -8.9% | -2.2% | -7.3% |
| 6M | +13.7% | -5.0% | +18.7% | +15.1% |
| YTD | +0.2% | +11.9% | -11.7% | -10.6% |
| 1Y | -5.7% | +16.6% | -22.3% | -18.6% |
| 3Y | -8.1% | +62.5% | -70.6% | -42.0% |
| All | -42.9% | +69.6% | -112.4% | -68.4% |
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 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