+100,756.0%
AMAT vs DVN
+1,013.7%
+99,742.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.6% |
| 7D | -14.7% | -19.1% | +4.4% | -10.1% |
| 30D | -36.1% | -11.8% | -24.3% | -34.2% |
| 3M | -36.9% | -1.5% | -35.4% | -36.9% |
| 6M | -22.2% | -8.2% | -14.0% | -21.5% |
| YTD | +29.9% | +17.4% | +12.5% | +21.8% |
| 1Y | +43.3% | +33.5% | +9.8% | +29.6% |
| 3Y | +142.7% | -0.3% | +143.0% | +133.0% |
| 5Y | +126.2% | +22.7% | +103.5% | +99.6% |
| 10Y | +1,211.7% | +51.8% | +1,159.9% | +835.5% |
| All | +100,756.0% | +1,013.7% | +99,742.3% | +47,491.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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