-23.7%
AMRZ vs DTE
+4.6%
-28.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.3% |
| 7D | -4.7% | 0.0% | -4.7% | -4.6% |
| 30D | -11.3% | -0.5% | -10.8% | -11.3% |
| 3M | -22.1% | -6.0% | -16.0% | -21.7% |
| 6M | -29.6% | -7.2% | -22.4% | -29.4% |
| YTD | -23.3% | +7.2% | -30.5% | -23.1% |
| 1Y | -23.7% | +4.1% | -27.8% | -25.4% |
| All | -23.7% | +4.6% | -28.4% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling