+7,256.7%
AMAT vs DVA
+5,406.5%
+1,850.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.5% |
| 7D | -14.7% | +2.1% | -16.8% | -15.1% |
| 30D | -36.1% | +8.2% | -44.3% | -37.1% |
| 3M | -36.9% | +5.9% | -42.8% | -37.7% |
| 6M | -22.2% | -1.3% | -20.9% | -22.8% |
| YTD | +29.9% | +68.4% | -38.5% | +16.4% |
| 1Y | +43.3% | +57.5% | -14.2% | +29.7% |
| 3Y | +142.7% | +142.3% | +0.4% | +101.5% |
| 5Y | +126.2% | +75.0% | +51.2% | +93.9% |
| 10Y | +1,211.7% | +226.4% | +985.4% | +901.4% |
| All | +7,256.7% | +5,406.5% | +1,850.2% | +3,054.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling