+1,315.3%
AMAT vs DVA
+212.5%
+1,102.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -3.0% | +14.4% | +12.0% |
| 7D | -1.1% | -0.1% | -1.0% | -1.3% |
| 30D | -26.9% | +3.5% | -30.4% | -27.8% |
| 3M | -31.2% | +1.0% | -32.2% | -31.9% |
| 6M | -14.7% | -6.6% | -8.1% | -14.8% |
| YTD | +44.7% | +63.3% | -18.6% | +22.8% |
| 1Y | +62.0% | +50.0% | +11.9% | +40.5% |
| 3Y | +165.0% | +120.1% | +44.9% | +99.3% |
| 5Y | +147.1% | +73.7% | +73.4% | +91.3% |
| 10Y | +1,315.3% | +212.7% | +1,102.5% | +831.8% |
| All | +1,315.3% | +212.5% | +1,102.8% | +831.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling