-18.3%
AMRZ vs DGX
+34.2%
-52.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.2% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | -9.8% | -1.2% | -8.6% | -9.8% |
| 3M | -17.2% | +19.9% | -37.1% | -17.6% |
| 6M | -26.9% | +19.2% | -46.1% | -27.2% |
| YTD | -21.5% | +37.5% | -59.0% | -20.9% |
| 1Y | -22.9% | +31.3% | -54.2% | -22.0% |
| All | -18.3% | +34.2% | -52.5% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling