-23.4%
DPZ vs AMRZ
-19.2%
-4.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +2.2% | -2.1% | +4.3% | +2.7% |
| 30D | +15.5% | +13.0% | +2.5% | +12.8% |
| 3M | -2.0% | -12.1% | +10.1% | +0.3% |
| 6M | +12.1% | -19.1% | +31.3% | +16.1% |
| YTD | -16.6% | -23.3% | +6.7% | -13.8% |
| 1Y | -14.6% | -16.6% | +2.0% | -13.6% |
| All | -23.4% | -19.2% | -4.2% | -21.6% |
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