+5,650.9%
DPZ vs AME
+2,918.5%
+2,732.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.6% | +10.1% | +7.6% |
| 7D | +10.1% | -4.4% | +14.5% | +12.1% |
| 30D | +14.6% | -5.9% | +20.5% | +17.3% |
| 3M | -6.8% | -6.5% | -0.2% | -4.5% |
| 6M | +4.4% | +3.2% | +1.2% | +1.3% |
| YTD | -16.8% | +16.0% | -32.8% | -24.1% |
| 1Y | -14.5% | +20.4% | -34.9% | -23.4% |
| 3Y | -1.1% | +68.2% | -69.3% | -26.1% |
| 5Y | -28.0% | +74.4% | -102.4% | -47.6% |
| 10Y | +130.2% | +470.6% | -340.4% | -19.0% |
| All | +5,650.9% | +2,918.5% | +2,732.4% | +797.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling