-18.0%
AMT vs DPZ
-29.5%
+11.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | -2.2% | -2.5% | +0.3% | -1.6% |
| 30D | +5.8% | +12.5% | -6.8% | +2.9% |
| 3M | +12.6% | -5.2% | +17.8% | +13.7% |
| 6M | +8.3% | +8.8% | -0.5% | +5.7% |
| YTD | +11.4% | -18.7% | +30.1% | +15.9% |
| 1Y | +7.7% | -15.7% | +23.4% | +11.1% |
| 3Y | +14.8% | -7.5% | +22.3% | +12.3% |
| 5Y | -18.0% | -30.1% | +12.1% | -9.9% |
| All | -18.0% | -29.5% | +11.6% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling