+34.5%
DE vs AMRZ
-17.3%
+51.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.4% | -1.0% |
| 7D | +0.7% | -2.0% | +2.7% | +1.1% |
| 30D | +9.6% | -9.8% | +19.5% | +11.9% |
| 3M | +19.0% | -17.2% | +36.2% | +23.2% |
| 6M | +16.1% | -26.9% | +43.0% | +22.3% |
| YTD | +47.0% | -21.5% | +68.5% | +52.6% |
| 1Y | +43.1% | -22.9% | +66.0% | +48.6% |
| All | +34.5% | -17.3% | +51.8% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling