-97.7%
AMC vs DPZ
+471.0%
-568.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.3% | -12.8% | -12.6% |
| 7D | 0.0% | +9.5% | -9.5% | -2.8% |
| 30D | +4.4% | +12.8% | -8.4% | +0.5% |
| 3M | +15.4% | -6.2% | +21.6% | +17.3% |
| 6M | +93.7% | +4.3% | +89.4% | +90.8% |
| YTD | +97.4% | -16.6% | +114.0% | +107.6% |
| 1Y | +23.2% | -12.8% | +36.0% | +27.7% |
| 3Y | -71.3% | -0.8% | -70.4% | -72.2% |
| 5Y | -99.3% | -25.8% | -73.5% | -99.2% |
| 10Y | -98.7% | +130.9% | -229.6% | -99.0% |
| All | -97.7% | +471.0% | -568.7% | -98.7% |
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