-99.0%
AMC vs DVA
+186.3%
-285.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.5% | -4.4% |
| 7D | -6.8% | +2.0% | -8.8% | -7.4% |
| 30D | +1.7% | -0.4% | +2.0% | +1.7% |
| 3M | +26.8% | -7.7% | +34.5% | +28.3% |
| 6M | +117.7% | +20.0% | +97.7% | +98.2% |
| YTD | +57.7% | +61.1% | -3.4% | +27.0% |
| 1Y | -12.5% | +33.9% | -46.3% | -24.6% |
| 3Y | -65.7% | +91.5% | -157.3% | -75.9% |
| 5Y | -99.5% | +41.8% | -141.3% | -99.6% |
| 10Y | -99.0% | +187.5% | -286.5% | -99.4% |
| All | -99.0% | +186.3% | -285.3% | -99.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling