-99.5%
AMC vs DVA
+38.1%
-137.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.9% |
| 7D | -0.8% | +2.2% | -3.0% | -1.2% |
| 30D | -1.2% | -2.0% | +0.9% | -0.8% |
| 3M | +42.2% | -6.3% | +48.5% | +42.7% |
| 6M | +118.8% | +19.4% | +99.4% | +104.2% |
| YTD | +64.1% | +58.5% | +5.6% | +40.1% |
| 1Y | -9.5% | +33.9% | -43.4% | -18.9% |
| 3Y | -64.3% | +88.4% | -152.8% | -72.8% |
| 5Y | -99.5% | +39.5% | -139.0% | -99.6% |
| All | -99.5% | +38.1% | -137.5% | -99.6% |
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