+3,457.3%
DLR vs AME
+2,730.8%
+726.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.2% | -0.8% | +1.2% |
| 7D | +2.4% | -1.5% | +3.9% | +3.0% |
| 30D | +0.7% | -4.2% | +4.9% | +2.8% |
| 3M | -6.4% | -5.9% | -0.5% | -3.6% |
| 6M | -6.5% | +2.8% | -9.4% | -8.2% |
| YTD | +18.8% | +16.6% | +2.2% | +8.7% |
| 1Y | +9.0% | +22.1% | -13.1% | -2.7% |
| 3Y | +54.5% | +64.7% | -10.2% | +15.2% |
| 5Y | +35.8% | +76.6% | -40.8% | -2.8% |
| 10Y | +177.5% | +443.9% | -266.4% | -0.8% |
| All | +3,457.3% | +2,730.8% | +726.4% | +399.9% |
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 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