-16.6%
AMRZ vs DD
+27.9%
-44.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.5% |
| 7D | -2.1% | +5.0% | -7.0% | -4.8% |
| 30D | +13.0% | +19.7% | -6.7% | +0.6% |
| 3M | -12.1% | +7.2% | -19.3% | -16.0% |
| 6M | -19.1% | +1.0% | -20.2% | -20.1% |
| YTD | -23.3% | +29.1% | -52.4% | -35.9% |
| 1Y | -16.6% | +28.5% | -45.1% | -30.2% |
| All | -16.6% | +27.9% | -44.5% | -30.2% |
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