-14.7%
AMRZ vs DD
+62.4%
-77.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -1.9% | -3.5% | +1.6% | -0.1% |
| 30D | -16.9% | -10.3% | -6.6% | -12.1% |
| 3M | -19.2% | -7.5% | -11.7% | -15.9% |
| 6M | -29.3% | -8.0% | -21.3% | -26.9% |
| YTD | -18.0% | +10.5% | -28.4% | -20.4% |
| 1Y | -15.1% | +38.3% | -53.4% | -23.4% |
| All | -14.7% | +62.4% | -77.0% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling