+61.4%
AMAT vs DVA
+62.2%
-0.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.8% | -9.0% | -2.9% |
| 7D | -11.2% | +4.7% | -15.9% | -10.9% |
| 30D | -31.9% | +7.8% | -39.7% | -31.4% |
| 3M | -32.3% | -15.5% | -16.9% | -32.5% |
| 6M | -5.4% | +25.0% | -30.4% | -4.0% |
| YTD | +44.3% | +69.6% | -25.3% | +55.6% |
| 1Y | +61.4% | +60.6% | +0.8% | +72.1% |
| All | +61.4% | +62.2% | -0.8% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling