-97.7%
AMC vs DVA
+211.7%
-309.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.5% |
| 7D | +2.6% | +2.1% | +0.6% | +1.9% |
| 30D | +9.0% | +8.2% | +0.8% | +5.9% |
| 3M | +22.2% | +5.9% | +16.3% | +19.3% |
| 6M | +91.5% | -1.3% | +92.8% | +87.8% |
| YTD | +101.3% | +68.4% | +32.9% | +58.1% |
| 1Y | +20.8% | +57.5% | -36.7% | -2.7% |
| 3Y | -71.3% | +142.3% | -213.6% | -81.6% |
| 5Y | -99.2% | +75.0% | -174.2% | -99.5% |
| 10Y | -98.7% | +226.4% | -325.1% | -99.4% |
| All | -97.7% | +211.7% | -309.4% | -98.7% |
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