+25.2%
DIA vs AMRZ
-19.2%
+44.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.1% | -2.1% | +4.2% | +2.5% |
| 30D | +1.5% | +13.0% | -11.5% | -0.7% |
| 3M | -2.4% | -12.1% | +9.7% | -0.2% |
| 6M | +6.0% | -19.1% | +25.1% | +9.4% |
| YTD | +10.1% | -23.3% | +33.3% | +14.1% |
| 1Y | +11.8% | -16.6% | +28.4% | +14.3% |
| All | +25.2% | -19.2% | +44.4% | +27.8% |
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