+9,704.8%
AME vs DGX
+8,794.8%
+910.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.3% | -2.2% | +3.5% | +1.9% |
| 30D | -6.6% | -0.9% | -5.7% | -6.4% |
| 3M | +3.0% | +15.6% | -12.6% | -1.3% |
| 6M | +5.3% | +17.8% | -12.5% | +0.2% |
| YTD | +15.4% | +37.5% | -22.0% | +5.1% |
| 1Y | +26.8% | +31.2% | -4.3% | +16.8% |
| 3Y | +56.5% | +96.6% | -40.1% | +27.0% |
| 5Y | +85.2% | +64.9% | +20.3% | +56.7% |
| 10Y | +428.5% | +254.6% | +173.9% | +256.8% |
| All | +9,704.8% | +8,794.8% | +910.1% | +3,345.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling