-20.2%
AMRZ vs DGX
+34.2%
-54.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -4.7% | -2.2% | -2.4% | -4.6% |
| 30D | -11.3% | -0.9% | -10.4% | -11.2% |
| 3M | -22.1% | +15.6% | -37.6% | -22.3% |
| 6M | -29.6% | +17.8% | -47.4% | -29.8% |
| YTD | -23.3% | +37.5% | -60.8% | -22.8% |
| 1Y | -23.7% | +31.2% | -54.9% | -22.9% |
| All | -20.2% | +34.2% | -54.4% | -19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling