-15.1%
AMRZ vs DD
+41.5%
-56.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -1.9% | -3.5% | +1.6% | 0.0% |
| 30D | -16.9% | -10.3% | -6.6% | -11.8% |
| 3M | -19.2% | -7.5% | -11.7% | -15.7% |
| 6M | -29.3% | -8.0% | -21.3% | -26.8% |
| YTD | -18.0% | +10.5% | -28.4% | -20.8% |
| 1Y | -15.1% | +38.3% | -53.4% | -25.0% |
| All | -15.1% | +41.5% | -56.6% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling