-16.6%
AMRZ vs DTE
+8.2%
-24.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.2% | +1.8% |
| 7D | -1.1% | +1.8% | -3.0% | -1.5% |
| 30D | +18.3% | +9.0% | +9.3% | +17.1% |
| 3M | -8.0% | -0.2% | -7.8% | -8.5% |
| 6M | -18.7% | +0.1% | -18.8% | -18.7% |
| YTD | -19.8% | +10.0% | -29.8% | -20.0% |
| 1Y | -12.3% | +4.7% | -17.0% | -12.7% |
| All | -16.6% | +8.2% | -24.9% | -17.5% |
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