+235.3%
DIA vs AME
+442.0%
-206.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.7% |
| 7D | +1.6% | +8.1% | -6.5% | -2.7% |
| 30D | +1.2% | -3.8% | +5.0% | +2.9% |
| 3M | -2.4% | -6.6% | +4.2% | +0.6% |
| 6M | +5.7% | +4.6% | +1.1% | +1.9% |
| YTD | +9.9% | +17.9% | -8.0% | -1.5% |
| 1Y | +9.8% | +23.2% | -13.4% | -4.1% |
| 3Y | +59.8% | +62.9% | -3.2% | +15.2% |
| 5Y | +57.7% | +77.5% | -19.8% | +6.3% |
| All | +235.3% | +442.0% | -206.8% | +33.3% |
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