+58.5%
AMAT vs DVA
+52.7%
+5.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -3.0% | +14.4% | +11.1% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | -26.9% | +3.5% | -30.4% | -26.6% |
| 3M | -31.2% | +1.0% | -32.2% | -31.0% |
| 6M | -14.7% | -6.6% | -8.1% | -14.8% |
| YTD | +44.7% | +63.3% | -18.6% | +55.5% |
| All | +58.5% | +52.7% | +5.8% | +68.7% |
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 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