+117.6%
DT vs AME
+178.8%
-61.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.5% |
| 7D | -3.3% | +0.6% | -3.9% | -3.7% |
| 30D | +2.0% | -6.7% | +8.7% | +6.2% |
| 3M | +20.0% | +4.1% | +15.9% | +16.2% |
| 6M | +39.3% | +1.6% | +37.7% | +34.7% |
| YTD | +19.8% | +16.1% | +3.6% | +5.3% |
| 1Y | +4.3% | +27.3% | -23.1% | -14.4% |
| 3Y | +7.7% | +50.9% | -43.2% | -23.2% |
| 5Y | -26.8% | +81.4% | -108.2% | -54.7% |
| All | +117.6% | +178.8% | -61.2% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling