+20.7%
DHI vs AME
+59.6%
-38.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.5% | +0.1% |
| 7D | -3.4% | +1.7% | -5.2% | -4.2% |
| 30D | -5.4% | -6.4% | +1.0% | -2.3% |
| 3M | -10.4% | +7.1% | -17.5% | -13.7% |
| 6M | -2.8% | +8.2% | -10.9% | -6.8% |
| YTD | -3.4% | +18.2% | -21.6% | -11.3% |
| 1Y | -22.9% | +26.7% | -49.7% | -31.4% |
| 3Y | +20.7% | +60.7% | -40.0% | -11.9% |
| All | +20.7% | +59.6% | -38.9% | -11.9% |
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