+193.4%
AMAT vs DVA
+31.4%
+161.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +3.9% |
| 7D | +7.0% | +2.2% | +4.8% | +7.1% |
| 30D | -12.2% | -2.0% | -10.2% | -12.3% |
| 3M | -3.8% | -6.3% | +2.4% | -4.2% |
| 6M | +45.9% | +19.4% | +26.5% | +47.8% |
| YTD | +84.6% | +58.5% | +26.1% | +97.1% |
| 1Y | +193.4% | +33.9% | +159.5% | +216.2% |
| All | +193.4% | +31.4% | +161.9% | +216.2% |
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