-18.3%
AMRZ vs DTE
+6.4%
-24.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.1% | -4.3% |
| 7D | -2.0% | +0.9% | -2.9% | -2.0% |
| 30D | -9.8% | -1.9% | -8.0% | -9.8% |
| 3M | -17.2% | -3.3% | -13.9% | -16.9% |
| 6M | -26.9% | -7.1% | -19.8% | -26.9% |
| YTD | -21.5% | +8.1% | -29.6% | -21.1% |
| 1Y | -22.9% | +5.3% | -28.1% | -22.7% |
| All | -18.3% | +6.4% | -24.7% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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