-98.1%
AMC vs DVA
+199.7%
-297.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +3.9% |
| 7D | +2.3% | +1.8% | +0.5% | +1.7% |
| 30D | -0.7% | -2.5% | +1.7% | 0.0% |
| 3M | +35.2% | -4.3% | +39.5% | +35.4% |
| 6M | +124.6% | +18.9% | +105.7% | +104.5% |
| YTD | +69.9% | +61.9% | +7.9% | +35.7% |
| 1Y | -2.6% | +35.7% | -38.3% | -16.9% |
| 3Y | -79.8% | +78.6% | -158.4% | -85.5% |
| 5Y | -99.4% | +39.2% | -138.6% | -99.5% |
| 10Y | -98.9% | +184.0% | -282.9% | -99.4% |
| All | -98.1% | +199.7% | -297.8% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling