+9.7%
DLR vs AMRZ
-25.1%
+34.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | -1.3% | -8.1% | +6.8% | -0.1% |
| 30D | -2.9% | -14.8% | +12.0% | -0.7% |
| 3M | +3.2% | -19.7% | +23.0% | +6.1% |
| 6M | +3.9% | -30.8% | +34.7% | +8.3% |
| YTD | +21.4% | -24.3% | +45.7% | +25.0% |
| 1Y | +9.7% | -24.0% | +33.7% | +13.2% |
| All | +9.7% | -25.1% | +34.8% | +13.2% |
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 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