+9.7%
DLR vs AMRZ
-19.2%
+28.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.1% |
| 7D | +2.9% | -4.7% | +7.5% | +3.5% |
| 30D | -1.2% | -11.3% | +10.1% | +0.3% |
| 3M | +2.9% | -22.1% | +25.0% | +6.1% |
| 6M | +6.7% | -29.6% | +36.3% | +10.8% |
| YTD | +23.9% | -23.3% | +47.2% | +27.2% |
| 1Y | +18.6% | -23.7% | +42.4% | +22.0% |
| All | +9.7% | -19.2% | +28.9% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling