+97.2%
AMCR vs DVA
+347.2%
-250.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.4% | -3.0% |
| 7D | -6.3% | +2.0% | -8.3% | -6.6% |
| 30D | -7.1% | -0.4% | -6.8% | -7.1% |
| 3M | +12.7% | -7.7% | +20.3% | +13.5% |
| 6M | +5.2% | +20.0% | -14.8% | +1.4% |
| YTD | +8.1% | +61.1% | -53.0% | -0.7% |
| 1Y | +11.7% | +33.9% | -22.1% | +5.4% |
| 3Y | +9.9% | +91.5% | -81.6% | -2.9% |
| 5Y | -8.7% | +41.8% | -50.4% | -17.3% |
| 10Y | +16.8% | +187.5% | -170.7% | -2.8% |
| All | +97.2% | +347.2% | -250.0% | +64.2% |
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