+3,270.9%
AMD vs DPZ
+5,445.5%
-2,174.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.4% | -4.4% | -1.2% |
| 7D | -15.5% | +10.1% | -25.6% | -18.9% |
| 30D | -22.6% | +14.6% | -37.2% | -27.2% |
| 3M | -5.7% | -6.8% | +1.0% | -4.4% |
| 6M | +43.1% | +4.4% | +38.7% | +35.6% |
| YTD | +128.2% | -16.8% | +145.1% | +136.8% |
| 1Y | +95.5% | -14.5% | +109.9% | +99.5% |
| 3Y | +335.4% | -1.1% | +336.5% | +310.1% |
| 5Y | +255.5% | -28.0% | +283.4% | +278.7% |
| 10Y | +7,350.9% | +130.2% | +7,220.7% | +4,483.7% |
| All | +3,270.9% | +5,445.5% | -2,174.6% | +276.6% |
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