+249.8%
DHR vs AME
+444.5%
-194.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | +1.2% | +5.9% | -4.7% | -1.6% |
| 30D | +3.7% | -1.9% | +5.6% | +4.4% |
| 3M | +14.5% | -5.4% | +19.9% | +17.0% |
| 6M | +40.9% | +4.9% | +36.0% | +36.1% |
| YTD | +2.4% | +18.5% | -16.1% | -7.5% |
| 1Y | +6.1% | +25.5% | -19.3% | -6.9% |
| 3Y | +21.0% | +63.0% | -42.0% | -8.9% |
| 5Y | -11.4% | +78.3% | -89.7% | -36.7% |
| All | +249.8% | +444.5% | -194.7% | +74.2% |
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