-7.0%
DLR vs AME
+2.6%
-9.5%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.2% | -0.8% | +1.1% |
| 7D | +2.4% | -1.5% | +3.9% | +2.8% |
| 30D | +0.7% | -4.2% | +4.9% | +2.7% |
| 3M | -6.4% | -5.9% | -0.5% | -4.0% |
| All | -7.0% | +2.6% | -9.5% | -9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling