+608.6%
DG vs AME
+1,569.0%
-960.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -3.0% | +1.1% | -4.1% | -3.3% |
| 30D | +8.6% | -4.1% | +12.7% | +9.4% |
| 3M | +15.0% | -6.3% | +21.4% | +16.5% |
| 6M | +32.7% | +3.5% | +29.1% | +30.2% |
| YTD | +5.5% | +17.3% | -11.8% | -0.4% |
| 1Y | +34.6% | +22.0% | +12.6% | +25.6% |
| 3Y | +24.2% | +62.0% | -37.8% | +4.2% |
| 5Y | -32.3% | +78.5% | -110.7% | -45.5% |
| 10Y | +111.1% | +441.6% | -330.5% | +17.2% |
| All | +608.6% | +1,569.0% | -960.4% | +146.1% |
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 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