+95.6%
DG vs AME
+427.9%
-332.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | +2.4% | -8.6% | +11.0% | +4.9% |
| 3M | +12.4% | +5.8% | +6.6% | +10.3% |
| 6M | -14.9% | +3.8% | -18.8% | -16.2% |
| YTD | -6.1% | +14.4% | -20.5% | -10.1% |
| 1Y | +17.9% | +25.8% | -7.9% | +9.6% |
| 3Y | +3.1% | +55.2% | -52.0% | -12.2% |
| 5Y | -38.7% | +85.5% | -124.2% | -51.4% |
| All | +95.6% | +427.9% | -332.2% | +13.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling