-24.0%
DPZ vs AMRZ
-13.6%
-10.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.5% | -1.9% | -0.6% | -2.2% |
| 30D | -7.0% | -16.9% | +10.0% | -3.9% |
| 3M | +11.6% | -19.2% | +30.8% | +15.5% |
| 6M | -15.2% | -29.3% | +14.1% | -10.3% |
| YTD | -17.2% | -18.0% | +0.7% | -15.5% |
| 1Y | -24.8% | -15.1% | -9.8% | -24.1% |
| All | -24.0% | -13.6% | -10.4% | -23.1% |
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