+583.4%
DG vs AME
+1,552.9%
-969.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.1% |
| 7D | +8.4% | +0.6% | +7.8% | +8.2% |
| 30D | +4.9% | -6.7% | +11.6% | +6.9% |
| 3M | +29.3% | +4.1% | +25.3% | +27.5% |
| 6M | -11.3% | +1.6% | -12.8% | -12.1% |
| YTD | +1.8% | +16.1% | -14.4% | -3.1% |
| 1Y | +25.3% | +27.3% | -2.0% | +16.0% |
| 3Y | +9.1% | +50.9% | -41.8% | -6.1% |
| 5Y | -34.9% | +81.4% | -116.3% | -47.6% |
| 10Y | +108.2% | +417.0% | -308.8% | +17.8% |
| All | +583.4% | +1,552.9% | -969.5% | +139.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling