+1,533.7%
AMT vs DPZ
+5,417.8%
-3,884.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | -0.2% | -2.5% | +2.3% | +0.4% |
| 30D | +4.6% | -7.0% | +11.6% | +6.3% |
| 3M | -8.4% | +11.6% | -20.1% | -11.1% |
| 6M | -6.0% | -15.2% | +9.1% | -2.8% |
| YTD | +2.1% | -17.2% | +19.4% | +6.1% |
| 1Y | -6.4% | -24.8% | +18.5% | -0.7% |
| 3Y | +8.1% | -8.7% | +16.7% | +7.5% |
| 5Y | -31.9% | -28.9% | -3.0% | -29.3% |
| 10Y | +97.1% | +153.6% | -56.5% | +41.9% |
| All | +1,533.7% | +5,417.8% | -3,884.0% | +384.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling