+84.0%
AMD vs DVA
+57.5%
+26.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +11.2% |
| 7D | -11.0% | +2.1% | -13.1% | -11.3% |
| 30D | -30.5% | +8.2% | -38.7% | -31.0% |
| 3M | -8.2% | +5.9% | -14.1% | -9.0% |
| 6M | +6.6% | -1.3% | +7.9% | +6.5% |
| YTD | +109.7% | +68.4% | +41.2% | +116.3% |
| All | +84.0% | +57.5% | +26.6% | +88.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling