-97.5%
AMC vs DVA
+202.2%
-299.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.0% | +11.3% | +9.2% |
| 7D | +6.6% | -0.1% | +6.7% | +6.5% |
| 30D | +14.1% | +3.5% | +10.6% | +12.3% |
| 3M | +31.3% | +1.0% | +30.3% | +30.0% |
| 6M | +126.7% | -6.6% | +133.3% | +126.3% |
| YTD | +117.9% | +63.3% | +54.6% | +72.7% |
| 1Y | +41.1% | +50.0% | -8.9% | +15.5% |
| 3Y | -61.0% | +120.1% | -181.0% | -74.0% |
| 5Y | -99.1% | +73.7% | -172.9% | -99.4% |
| 10Y | -98.7% | +212.7% | -311.4% | -99.3% |
| All | -97.5% | +202.2% | -299.7% | -98.6% |
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 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