+128.9%
DPZ vs AME
+429.3%
-300.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.2% | +2.0% |
| 7D | +9.5% | -11.4% | +20.9% | +13.2% |
| 30D | +12.8% | -12.1% | +24.9% | +16.7% |
| 3M | -6.2% | -12.3% | +6.1% | -3.1% |
| 6M | +4.3% | -4.6% | +8.9% | +4.6% |
| YTD | -16.6% | +9.1% | -25.7% | -20.2% |
| 1Y | -12.8% | +13.3% | -26.1% | -17.6% |
| 3Y | -0.8% | +58.2% | -59.0% | -16.8% |
| 5Y | -25.8% | +63.4% | -89.2% | -38.9% |
| All | +128.9% | +429.3% | -300.4% | +47.0% |
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 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