+8,017.8%
AMD vs DVA
+178.6%
+7,839.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.1% | +8.0% | +6.5% |
| 7D | +10.0% | +2.2% | +7.8% | +9.3% |
| 30D | +4.6% | -2.0% | +6.6% | +5.1% |
| 3M | +3.1% | -6.3% | +9.4% | +4.2% |
| 6M | +162.8% | +19.4% | +143.4% | +148.1% |
| YTD | +136.2% | +58.5% | +77.7% | +102.5% |
| 1Y | +234.0% | +33.9% | +200.2% | +199.9% |
| 3Y | +376.7% | +88.4% | +288.3% | +275.6% |
| 5Y | +376.3% | +39.5% | +336.8% | +300.3% |
| 10Y | +8,017.8% | +179.5% | +7,838.4% | +4,986.9% |
| All | +8,017.8% | +178.6% | +7,839.3% | +4,986.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling