-7.8%
DPZ vs AME
+62.6%
-70.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -3.5% | +1.1% | -4.6% | -3.8% |
| 30D | +5.7% | -4.1% | +9.8% | +6.4% |
| 3M | -7.5% | -6.3% | -1.1% | -6.4% |
| 6M | +6.2% | +3.5% | +2.7% | +4.3% |
| YTD | -19.8% | +17.3% | -37.1% | -24.9% |
| 1Y | -18.0% | +22.0% | -40.0% | -24.3% |
| All | -7.8% | +62.6% | -70.4% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling