-16.6%
AMRZ vs DAR
+36.4%
-53.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.4% | +2.0% |
| 7D | -1.1% | -2.8% | +1.6% | -1.1% |
| 30D | +18.3% | -12.8% | +31.1% | +19.0% |
| 3M | -8.0% | -11.6% | +3.6% | -8.0% |
| 6M | -18.7% | -16.8% | -1.9% | -17.9% |
| YTD | -19.8% | +45.9% | -65.8% | -28.3% |
| 1Y | -12.3% | +61.5% | -73.8% | -23.0% |
| All | -16.6% | +36.4% | -53.1% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling