+234.4%
AMD vs DVA
+36.0%
+198.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.9% |
| 7D | +14.0% | +2.0% | +12.0% | +13.8% |
| 30D | +11.0% | -0.4% | +11.3% | +11.0% |
| 3M | +9.6% | -7.7% | +17.2% | +10.4% |
| 6M | +157.1% | +20.0% | +137.1% | +156.5% |
| YTD | +143.3% | +61.1% | +82.2% | +161.8% |
| 1Y | +234.4% | +33.9% | +200.6% | +218.1% |
| All | +234.4% | +36.0% | +198.4% | +218.1% |
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