+203.8%
DHR vs AME
+445.1%
-241.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -1.8% |
| 7D | -3.6% | +1.7% | -5.4% | -4.5% |
| 30D | -2.7% | -6.4% | +3.7% | +0.3% |
| 3M | +10.9% | +7.1% | +3.8% | +6.6% |
| 6M | +3.0% | +8.2% | -5.1% | -1.9% |
| YTD | -12.2% | +18.2% | -30.4% | -20.3% |
| 1Y | +3.3% | +26.7% | -23.4% | -9.7% |
| 3Y | -8.2% | +60.7% | -68.9% | -30.1% |
| 5Y | -29.9% | +91.6% | -121.5% | -51.3% |
| All | +203.8% | +445.1% | -241.3% | +49.5% |
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 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