-28.8%
DPZ vs AME
+82.5%
-111.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.3% |
| 7D | -2.5% | +0.6% | -3.2% | -2.8% |
| 30D | -7.0% | -6.7% | -0.3% | -4.6% |
| 3M | +11.6% | +4.1% | +7.5% | +9.3% |
| 6M | -15.2% | +1.6% | -16.8% | -16.5% |
| YTD | -17.2% | +16.1% | -33.4% | -23.4% |
| 1Y | -24.8% | +27.3% | -52.2% | -33.6% |
| 3Y | -8.7% | +50.9% | -59.5% | -27.1% |
| All | -28.8% | +82.5% | -111.3% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling