+98.2%
DG vs AME
+432.4%
-334.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | -4.8% | +1.3% | -6.1% | -5.2% |
| 30D | +1.8% | -6.6% | +8.3% | +3.6% |
| 3M | +14.5% | +3.0% | +11.5% | +13.2% |
| 6M | -13.6% | +5.3% | -18.9% | -15.2% |
| YTD | -4.8% | +15.4% | -20.3% | -9.2% |
| 1Y | +21.6% | +26.8% | -5.2% | +12.8% |
| 3Y | +4.5% | +56.5% | -52.0% | -11.3% |
| 5Y | -38.5% | +85.2% | -123.7% | -51.2% |
| All | +98.2% | +432.4% | -334.3% | +14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling