-98.8%
AMC vs DVA
+193.2%
-292.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | +3.5% | -8.8% | +12.3% | +6.3% |
| 30D | +12.5% | -3.4% | +15.9% | +13.1% |
| 3M | +23.6% | -2.6% | +26.1% | +23.7% |
| 6M | +144.4% | -11.9% | +156.2% | +148.2% |
| YTD | +108.3% | +53.6% | +54.7% | +68.8% |
| 1Y | +38.9% | +41.9% | -3.0% | +16.1% |
| 3Y | -58.9% | +97.5% | -156.4% | -71.4% |
| 5Y | -99.2% | +65.0% | -164.2% | -99.4% |
| All | -98.8% | +193.2% | -292.0% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling