+17.1%
DLR vs AME
+24.0%
-6.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | +3.3% | +5.9% | -2.6% | +0.7% |
| 30D | +4.6% | -1.9% | +6.5% | +5.2% |
| 3M | -8.3% | -5.4% | -2.9% | -6.6% |
| 6M | -5.6% | +4.9% | -10.6% | -7.6% |
| YTD | +18.7% | +18.5% | +0.3% | +10.3% |
| 1Y | +17.1% | +25.5% | -8.4% | +7.6% |
| All | +17.1% | +24.0% | -6.9% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling