+26.1%
DIA vs AMRZ
-17.3%
+43.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.1% | -0.4% |
| 7D | +0.1% | -2.0% | +2.1% | +0.4% |
| 30D | -2.1% | -9.8% | +7.8% | -0.3% |
| 3M | +4.2% | -17.2% | +21.4% | +7.2% |
| 6M | +11.9% | -26.9% | +38.8% | +17.4% |
| YTD | +10.8% | -21.5% | +32.3% | +14.5% |
| 1Y | +17.5% | -22.9% | +40.4% | +21.0% |
| All | +26.1% | -17.3% | +43.4% | +28.2% |
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