-14.7%
AMRZ vs DOC
+30.3%
-45.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.2% |
| 7D | -1.9% | -1.5% | -0.4% | -1.7% |
| 30D | -16.9% | -4.8% | -12.2% | -16.4% |
| 3M | -19.2% | +6.9% | -26.1% | -20.1% |
| 6M | -29.3% | +20.7% | -50.0% | -31.4% |
| YTD | -18.0% | +34.1% | -52.1% | -21.5% |
| 1Y | -15.1% | +22.6% | -37.7% | -18.2% |
| All | -14.7% | +30.3% | -45.0% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling