-0.1%
DRI vs AMRZ
-17.3%
+17.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.4% | -1.1% |
| 7D | -1.2% | -2.0% | +0.8% | -0.9% |
| 30D | -0.4% | -9.8% | +9.4% | +1.3% |
| 3M | +9.5% | -17.2% | +26.7% | +12.7% |
| 6M | +6.5% | -26.9% | +33.4% | +11.5% |
| YTD | +18.4% | -21.5% | +39.9% | +21.5% |
| 1Y | +4.2% | -22.9% | +27.1% | +6.7% |
| All | -0.1% | -17.3% | +17.2% | +1.9% |
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