-99.1%
AMC vs DPZ
-28.0%
-71.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | +6.6% | +3.7% | +2.9% | +4.7% |
| 30D | +14.1% | +8.0% | +6.1% | +9.7% |
| 3M | +31.3% | -4.2% | +35.5% | +33.2% |
| 6M | +126.7% | +4.6% | +122.1% | +120.7% |
| YTD | +117.9% | -18.4% | +136.4% | +137.3% |
| 1Y | +41.1% | -16.8% | +57.8% | +51.9% |
| 3Y | -61.0% | -5.0% | -55.9% | -65.0% |
| 5Y | -99.1% | -27.8% | -71.3% | -99.1% |
| All | -99.1% | -28.0% | -71.1% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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