+203.0%
AMAT vs DVA
+79.7%
+123.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +4.2% |
| 7D | -1.5% | +1.8% | -3.3% | -1.6% |
| 30D | -14.8% | -2.5% | -12.3% | -14.6% |
| 3M | -9.3% | -4.3% | -5.0% | -9.5% |
| 6M | +27.4% | +18.9% | +8.5% | +24.4% |
| YTD | +77.6% | +61.9% | +15.6% | +68.1% |
| 1Y | +188.9% | +35.7% | +153.2% | +180.7% |
| All | +203.0% | +79.7% | +123.3% | +195.5% |
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