-99.3%
AMC vs DVA
+75.9%
-175.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.3% |
| 7D | +2.6% | +2.1% | +0.6% | +2.1% |
| 30D | +9.0% | +8.2% | +0.8% | +7.0% |
| 3M | +22.2% | +5.9% | +16.3% | +20.3% |
| 6M | +91.5% | -1.3% | +92.8% | +88.7% |
| YTD | +101.3% | +68.4% | +32.9% | +68.6% |
| 1Y | +20.8% | +57.5% | -36.7% | +3.2% |
| 3Y | -71.3% | +142.3% | -213.6% | -79.9% |
| All | -99.3% | +75.9% | -175.2% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling