+124.0%
DPZ vs AME
+442.8%
-318.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.9% |
| 7D | +6.6% | -5.2% | +11.7% | +8.0% |
| 30D | +10.3% | -8.0% | +18.3% | +12.6% |
| 3M | -6.2% | -8.9% | +2.7% | -4.1% |
| 6M | +4.2% | -5.0% | +9.2% | +4.8% |
| YTD | -18.4% | +11.9% | -30.3% | -22.5% |
| 1Y | -14.9% | +16.6% | -31.6% | -20.3% |
| 3Y | -4.6% | +62.5% | -67.1% | -20.6% |
| 5Y | -27.4% | +67.6% | -95.0% | -40.6% |
| All | +124.0% | +442.8% | -318.8% | +42.8% |
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