-12.3%
AMRZ vs DGX
+45.0%
-57.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.5% | +1.7% | +4.8% |
| 7D | +10.3% | +4.1% | +6.2% | +9.8% |
| 30D | +18.7% | +10.5% | +8.2% | +17.7% |
| 3M | -14.6% | +9.8% | -24.4% | -15.3% |
| 6M | -12.9% | +34.6% | -47.4% | -14.5% |
| YTD | -17.4% | +49.8% | -67.2% | -17.4% |
| 1Y | -12.3% | +46.0% | -58.3% | -11.8% |
| All | -12.3% | +45.0% | -57.3% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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