+3,595.7%
DLR vs AME
+2,720.5%
+875.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.5% |
| 7D | +1.6% | +0.6% | +1.0% | +1.2% |
| 30D | -3.4% | -6.7% | +3.3% | +0.1% |
| 3M | +0.5% | +4.1% | -3.6% | -1.8% |
| 6M | +4.6% | +1.6% | +3.0% | +3.2% |
| YTD | +23.4% | +16.1% | +7.3% | +13.3% |
| 1Y | +19.0% | +27.3% | -8.3% | +3.8% |
| 3Y | +56.5% | +50.9% | +5.7% | +22.5% |
| 5Y | +33.3% | +81.4% | -48.0% | -5.9% |
| 10Y | +165.1% | +417.0% | -251.8% | -2.4% |
| All | +3,595.7% | +2,720.5% | +875.1% | +421.0% |
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