-17.0%
AMRZ vs DAR
+31.7%
-48.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -3.3% |
| 7D | +2.5% | -8.1% | +10.6% | +2.8% |
| 30D | +14.4% | -17.1% | +31.5% | +15.4% |
| 3M | -19.2% | -12.3% | -6.9% | -19.2% |
| 6M | -19.7% | -21.8% | +2.1% | -18.5% |
| YTD | -20.2% | +40.8% | -61.0% | -28.4% |
| 1Y | -15.1% | +57.4% | -72.4% | -25.4% |
| All | -17.0% | +31.7% | -48.6% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling