+115.4%
AMD vs DPZ
-13.7%
+129.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.5% | -11.3% | -7.6% |
| 7D | +18.9% | +2.2% | +16.7% | +20.3% |
| 30D | -6.4% | +15.5% | -21.9% | -0.3% |
| 3M | +10.6% | -2.0% | +12.6% | +12.0% |
| 6M | +19.9% | +12.1% | +7.7% | +26.7% |
| YTD | +149.4% | -16.6% | +166.0% | +167.5% |
| 1Y | +115.4% | -14.6% | +130.0% | +129.6% |
| All | +115.4% | -13.7% | +129.1% | +129.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling