-18.1%
AMRZ vs DD
+93.6%
-111.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.3% |
| 7D | +0.2% | +2.2% | -2.0% | -0.9% |
| 30D | +16.2% | +20.7% | -4.5% | +5.3% |
| 3M | -8.9% | +11.3% | -20.2% | -14.0% |
| 6M | -20.1% | +6.0% | -26.1% | -22.9% |
| YTD | -21.3% | +31.7% | -53.0% | -30.4% |
| 1Y | -12.6% | +32.2% | -44.9% | -22.9% |
| All | -18.1% | +93.6% | -111.7% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling