+40.2%
AMC vs DVA
+62.2%
-21.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.8% | +1.6% | +7.4% |
| 7D | +17.7% | +4.7% | +13.0% | +17.8% |
| 30D | +26.2% | +7.8% | +18.4% | +26.3% |
| 3M | +31.3% | -15.5% | +46.8% | +30.1% |
| 6M | +142.8% | +25.0% | +117.7% | +136.6% |
| YTD | +125.6% | +69.6% | +56.1% | +109.7% |
| 1Y | +40.2% | +60.6% | -20.4% | +34.2% |
| All | +40.2% | +62.2% | -21.9% | +34.2% |
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