+1,129.1%
DIA vs AME
+7,424.8%
-6,295.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.2% |
| 7D | -0.2% | +0.6% | -0.8% | -0.5% |
| 30D | -1.5% | -6.7% | +5.2% | +1.3% |
| 3M | +3.8% | +4.1% | -0.3% | +1.8% |
| 6M | +10.3% | +1.6% | +8.7% | +9.0% |
| YTD | +12.1% | +16.1% | -4.1% | +4.6% |
| 1Y | +18.6% | +27.3% | -8.7% | +6.2% |
| 3Y | +60.6% | +50.9% | +9.8% | +32.2% |
| 5Y | +64.4% | +81.4% | -17.0% | +24.6% |
| 10Y | +250.1% | +417.0% | -166.9% | +73.9% |
| All | +1,129.1% | +7,424.8% | -6,295.7% | +174.3% |
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 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