+18.6%
DIA vs AMRZ
-14.5%
+33.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -0.2% | -1.9% | +1.7% | +0.2% |
| 30D | -1.5% | -16.9% | +15.4% | +1.7% |
| 3M | +3.8% | -19.2% | +23.0% | +7.4% |
| 6M | +10.3% | -29.3% | +39.5% | +16.4% |
| YTD | +12.1% | -18.0% | +30.1% | +14.8% |
| 1Y | +18.6% | -15.1% | +33.7% | +19.5% |
| All | +18.6% | -14.5% | +33.1% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling