+264.6%
AMD vs DVA
+64.3%
+200.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.3% | -9.0% | -8.8% |
| 7D | +18.9% | -8.8% | +27.7% | +20.6% |
| 30D | -6.4% | -3.4% | -3.0% | -6.3% |
| 3M | +10.6% | -2.6% | +13.1% | +10.2% |
| 6M | +19.9% | -11.9% | +31.8% | +21.2% |
| YTD | +149.4% | +53.6% | +95.7% | +125.2% |
| 1Y | +115.4% | +41.9% | +73.5% | +97.7% |
| 3Y | +357.3% | +97.5% | +259.8% | +291.7% |
| All | +264.6% | +64.3% | +200.2% | +231.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling