-24.8%
DPZ vs AME
+29.8%
-54.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.8% |
| 7D | -2.5% | +0.6% | -3.2% | -2.6% |
| 30D | -7.0% | -6.7% | -0.3% | -6.5% |
| 3M | +11.6% | +4.1% | +7.5% | +10.9% |
| 6M | -15.2% | +1.6% | -16.8% | -15.8% |
| YTD | -17.2% | +16.1% | -33.4% | -20.3% |
| 1Y | -24.8% | +27.3% | -52.2% | -29.1% |
| All | -24.8% | +29.8% | -54.6% | -29.1% |
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 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