+35.3%
DLR vs AME
+85.0%
-49.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +3.4% | +2.8% | +0.6% | +2.0% |
| 30D | -2.2% | -6.3% | +4.0% | +0.9% |
| 3M | +4.7% | +5.4% | -0.7% | +1.8% |
| 6M | +9.0% | +7.4% | +1.6% | +4.7% |
| YTD | +24.1% | +16.2% | +8.0% | +14.1% |
| 1Y | +20.9% | +26.8% | -5.9% | +5.9% |
| 3Y | +60.0% | +57.5% | +2.5% | +20.1% |
| 5Y | +35.3% | +84.8% | -49.6% | -13.3% |
| All | +35.3% | +85.0% | -49.7% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling