-98.1%
AMC vs DPZ
+466.6%
-564.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.9% |
| 7D | +2.3% | -2.5% | +4.9% | +3.1% |
| 30D | -0.7% | -7.0% | +6.2% | +1.3% |
| 3M | +35.2% | +11.6% | +23.6% | +30.7% |
| 6M | +124.6% | -15.2% | +139.7% | +135.4% |
| YTD | +69.9% | -17.2% | +87.1% | +79.3% |
| 1Y | -2.6% | -24.8% | +22.3% | +5.5% |
| 3Y | -79.8% | -8.7% | -71.1% | -79.9% |
| 5Y | -99.4% | -28.9% | -70.5% | -99.4% |
| 10Y | -98.9% | +153.6% | -252.5% | -99.2% |
| All | -98.1% | +466.6% | -564.6% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling