-14.7%
AMRZ vs DD
+26.6%
-41.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.4% |
| 7D | +1.2% | +4.6% | -3.4% | -2.0% |
| 30D | +15.1% | +11.8% | +3.3% | +6.8% |
| 3M | -18.1% | +2.2% | -20.2% | -19.4% |
| 6M | -23.5% | -1.6% | -21.8% | -23.3% |
| YTD | -21.6% | +23.0% | -44.6% | -32.2% |
| 1Y | -14.7% | +26.9% | -41.7% | -27.6% |
| All | -14.7% | +26.6% | -41.4% | -27.6% |
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