+24.8%
DG vs AME
+62.6%
-37.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -3.0% | +1.1% | -4.1% | -2.9% |
| 30D | +8.6% | -4.1% | +12.7% | +8.5% |
| 3M | +15.0% | -6.3% | +21.4% | +15.0% |
| 6M | +32.7% | +3.5% | +29.1% | +32.1% |
| YTD | +5.5% | +17.3% | -11.8% | +4.9% |
| 1Y | +34.6% | +22.0% | +12.6% | +33.8% |
| All | +24.8% | +62.6% | -37.8% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling