-20.2%
AMRZ vs DAR
+45.4%
-65.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | -2.1% | +11.6% | -13.6% | -2.6% |
| 30D | +13.0% | -10.2% | +23.2% | +13.6% |
| 3M | -12.1% | -14.8% | +2.7% | -11.4% |
| 6M | -19.1% | -10.1% | -9.1% | -18.8% |
| YTD | -23.3% | +55.5% | -78.8% | -31.5% |
| 1Y | -16.6% | +61.7% | -78.3% | -26.2% |
| All | -20.2% | +45.4% | -65.6% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling