+20.7%
DG vs AMRZ
-19.3%
+40.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.1% | -1.6% |
| 7D | -2.5% | -4.0% | +1.6% | -1.4% |
| 30D | +7.7% | +12.4% | -4.7% | +5.3% |
| 3M | +13.1% | -11.5% | +24.6% | +16.0% |
| 6M | +32.0% | -21.6% | +53.6% | +38.0% |
| YTD | +3.3% | -23.4% | +26.7% | +7.9% |
| 1Y | +31.7% | -17.2% | +48.8% | +36.2% |
| All | +20.7% | -19.3% | +40.0% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling