+3,193.6%
AMD vs DPZ
+5,417.8%
-2,224.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.4% | +5.4% |
| 7D | +2.6% | -2.5% | +5.1% | +3.6% |
| 30D | -0.9% | -7.0% | +6.0% | +1.7% |
| 3M | -8.7% | +11.6% | -20.3% | -14.6% |
| 6M | +136.3% | -15.2% | +151.5% | +146.0% |
| YTD | +123.0% | -17.2% | +140.2% | +134.3% |
| 1Y | +195.2% | -24.8% | +220.0% | +220.4% |
| 3Y | +336.3% | -8.7% | +345.0% | +329.3% |
| 5Y | +334.5% | -28.9% | +363.4% | +369.7% |
| 10Y | +6,259.1% | +153.6% | +6,105.5% | +3,690.2% |
| All | +3,193.6% | +5,417.8% | -2,224.2% | +272.5% |
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