+153.3%
AMAT vs DVA
+105.9%
+47.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | +11.4% | -8.8% | +20.1% | +11.9% |
| 30D | -17.0% | -3.4% | -13.6% | -17.0% |
| 3M | -30.6% | -2.6% | -28.0% | -30.7% |
| 6M | -14.9% | -11.9% | -3.1% | -14.8% |
| YTD | +44.7% | +53.6% | -9.0% | +35.7% |
| 1Y | +66.9% | +41.9% | +25.0% | +58.8% |
| 3Y | +153.3% | +97.5% | +55.8% | +129.6% |
| All | +153.3% | +105.9% | +47.4% | +129.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling