+1,707.5%
AMAT vs DVA
+186.3%
+1,521.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.2% |
| 7D | +6.9% | +2.0% | +4.9% | +6.4% |
| 30D | -10.1% | -0.4% | -9.7% | -10.1% |
| 3M | -6.0% | -7.7% | +1.7% | -5.1% |
| 6M | +38.6% | +20.0% | +18.7% | +30.2% |
| YTD | +83.1% | +61.1% | +22.0% | +57.1% |
| 1Y | +188.3% | +33.9% | +154.5% | +159.6% |
| 3Y | +225.3% | +91.5% | +133.8% | +155.2% |
| 5Y | +262.0% | +41.8% | +220.2% | +203.4% |
| 10Y | +1,707.5% | +187.5% | +1,519.9% | +1,064.7% |
| All | +1,707.5% | +186.3% | +1,521.2% | +1,064.7% |
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