+92.5%
DAL vs AMRZ
-17.7%
+110.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | +2.3% | -5.5% | +7.8% | +5.3% |
| 30D | +14.3% | +15.6% | -1.3% | +6.7% |
| 3M | +1.3% | -12.1% | +13.4% | +7.6% |
| 6M | +29.3% | -19.4% | +48.7% | +41.9% |
| YTD | +33.0% | -21.9% | +54.9% | +47.0% |
| 1Y | +59.8% | -15.0% | +74.9% | +70.8% |
| All | +92.5% | -17.7% | +110.3% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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