-14.0%
AMRZ vs DOC
+28.6%
-42.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.1% | +4.6% |
| 7D | +10.3% | +8.7% | +1.6% | +8.8% |
| 30D | +18.7% | +7.6% | +11.0% | +17.2% |
| 3M | -14.6% | -5.3% | -9.4% | -14.2% |
| 6M | -12.9% | +27.6% | -40.5% | -16.2% |
| YTD | -17.4% | +32.4% | -49.8% | -20.9% |
| 1Y | -12.3% | +22.9% | -35.2% | -15.3% |
| All | -14.0% | +28.6% | -42.6% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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