+433.0%
AME vs DGX
+255.3%
+177.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.7% |
| 7D | +1.7% | -0.9% | +2.6% | +2.1% |
| 30D | -6.4% | -1.2% | -5.3% | -6.1% |
| 3M | +7.1% | +15.8% | -8.7% | +1.3% |
| 6M | +8.2% | +18.2% | -10.0% | +1.4% |
| YTD | +18.2% | +37.2% | -19.0% | +4.5% |
| 1Y | +26.7% | +30.4% | -3.6% | +14.0% |
| 3Y | +60.7% | +96.7% | -36.0% | +20.3% |
| 5Y | +91.6% | +67.2% | +24.4% | +51.2% |
| All | +433.0% | +255.3% | +177.7% | +200.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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