+145.0%
DPZ vs AME
+444.5%
-299.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | +2.2% | +5.9% | -3.7% | +0.5% |
| 30D | +15.5% | -1.9% | +17.4% | +15.7% |
| 3M | -2.0% | -5.4% | +3.4% | -0.9% |
| 6M | +12.1% | +4.9% | +7.2% | +9.4% |
| YTD | -16.6% | +18.5% | -35.0% | -22.1% |
| 1Y | -14.6% | +25.5% | -40.0% | -21.8% |
| 3Y | -4.1% | +63.0% | -67.2% | -20.3% |
| 5Y | -28.3% | +78.3% | -106.6% | -42.5% |
| All | +145.0% | +444.5% | -299.4% | +45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling