-17.9%
DT vs AMRZ
-19.2%
+1.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.2% |
| 7D | +3.1% | -2.1% | +5.2% | +3.4% |
| 30D | -29.5% | +13.0% | -42.5% | -30.2% |
| 3M | -11.7% | -12.1% | +0.4% | -10.3% |
| 6M | +29.0% | -19.1% | +48.1% | +32.0% |
| YTD | +3.4% | -23.3% | +26.6% | +4.4% |
| 1Y | -4.2% | -16.6% | +12.3% | -6.2% |
| All | -17.9% | -19.2% | +1.3% | -18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling