+54,893.9%
DHR vs AME
+18,709.1%
+36,184.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.2% |
| 7D | -3.9% | +0.6% | -4.5% | -4.1% |
| 30D | +4.0% | -6.7% | +10.7% | +6.6% |
| 3M | +11.5% | +4.1% | +7.4% | +9.4% |
| 6M | +1.9% | +1.6% | +0.3% | +0.7% |
| YTD | -8.9% | +16.1% | -25.0% | -14.5% |
| 1Y | +5.1% | +27.3% | -22.2% | -4.8% |
| 3Y | -10.3% | +50.9% | -61.1% | -24.2% |
| 5Y | -27.8% | +81.4% | -109.2% | -42.9% |
| 10Y | +203.6% | +417.0% | -213.3% | +62.3% |
| All | +54,893.9% | +18,709.1% | +36,184.8% | +11,531.6% |
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