-97.7%
AMC vs DPZ
+458.7%
-556.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.6% |
| 7D | +2.6% | +6.6% | -3.9% | +0.6% |
| 30D | +9.0% | +10.3% | -1.3% | +5.6% |
| 3M | +22.2% | -6.2% | +28.3% | +24.2% |
| 6M | +91.5% | +4.2% | +87.2% | +88.7% |
| YTD | +101.3% | -18.4% | +119.7% | +113.0% |
| 1Y | +20.8% | -14.9% | +35.7% | +26.1% |
| 3Y | -71.3% | -4.6% | -66.7% | -71.9% |
| 5Y | -99.2% | -27.4% | -71.8% | -99.2% |
| 10Y | -98.7% | +125.9% | -224.6% | -99.0% |
| All | -97.7% | +458.7% | -556.4% | -98.6% |
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