-7.8%
DT vs AMRZ
-17.3%
+9.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -2.6% |
| 7D | -4.9% | -2.0% | -2.9% | -4.6% |
| 30D | +2.7% | -9.8% | +12.5% | +3.8% |
| 3M | +20.0% | -17.2% | +37.2% | +22.2% |
| 6M | +28.0% | -26.9% | +55.0% | +32.1% |
| YTD | +16.0% | -21.5% | +37.5% | +16.7% |
| 1Y | +0.7% | -22.9% | +23.6% | +2.4% |
| All | -7.8% | -17.3% | +9.5% | -9.3% |
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