+61.9%
DIA vs AME
+63.1%
-1.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +0.7% |
| 7D | +0.8% | -1.5% | +2.3% | +1.1% |
| 30D | +1.4% | -4.2% | +5.6% | +2.6% |
| 3M | -2.7% | -5.9% | +3.2% | -1.0% |
| 6M | +6.2% | +2.8% | +3.4% | +4.3% |
| YTD | +10.1% | +16.6% | -6.5% | +2.8% |
| 1Y | +13.0% | +22.1% | -9.1% | +3.6% |
| 3Y | +61.9% | +64.7% | -2.8% | +32.9% |
| All | +61.9% | +63.1% | -1.3% | +32.9% |
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