-14.7%
AMRZ vs DGX
+35.1%
-49.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | -1.9% | -2.3% | +0.4% | -1.8% |
| 30D | -16.9% | +0.6% | -17.5% | -16.9% |
| 3M | -19.2% | +21.4% | -40.6% | -19.5% |
| 6M | -29.3% | +14.7% | -44.0% | -29.6% |
| YTD | -18.0% | +38.4% | -56.4% | -17.4% |
| 1Y | -15.1% | +34.0% | -49.1% | -14.2% |
| All | -14.7% | +35.1% | -49.8% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling