+126.1%
AMD vs DVA
+42.7%
+83.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -5.1% | +11.0% | +6.1% |
| 7D | +44.7% | -10.7% | +55.4% | +45.4% |
| 30D | -3.3% | -4.4% | +1.1% | -3.4% |
| 3M | +21.2% | -4.1% | +25.3% | +20.8% |
| 6M | +30.6% | -13.2% | +43.8% | +31.5% |
| YTD | +173.3% | +53.2% | +120.1% | +182.0% |
| 1Y | +126.1% | +40.8% | +85.2% | +128.2% |
| All | +126.1% | +42.7% | +83.4% | +128.2% |
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 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