+14.9%
AMT vs DPZ
-7.1%
+22.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -2.2% | -2.5% | +0.3% | -1.7% |
| 30D | +5.8% | +12.5% | -6.8% | +3.5% |
| 3M | +12.6% | -5.2% | +17.8% | +13.4% |
| 6M | +8.3% | +8.8% | -0.5% | +6.3% |
| YTD | +11.4% | -18.7% | +30.1% | +14.5% |
| 1Y | +7.7% | -15.7% | +23.4% | +10.0% |
| All | +14.9% | -7.1% | +22.0% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 3y: compounded portfolio wealth divided by compounded DPZ 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…
3y analysis · Full analysis span regression · 6 months rolling