+3,964.4%
AMD vs DVA
+5,194.7%
-1,230.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +4.4% |
| 7D | +2.6% | +1.8% | +0.7% | +2.2% |
| 30D | -0.9% | -2.5% | +1.6% | -0.5% |
| 3M | -8.7% | -4.3% | -4.5% | -8.3% |
| 6M | +136.3% | +18.9% | +117.5% | +126.8% |
| YTD | +123.0% | +61.9% | +61.0% | +98.1% |
| 1Y | +195.2% | +35.7% | +159.5% | +171.2% |
| 3Y | +336.3% | +78.6% | +257.7% | +272.2% |
| 5Y | +334.5% | +39.2% | +295.3% | +280.4% |
| 10Y | +6,259.1% | +184.0% | +6,075.1% | +4,590.8% |
| All | +3,964.4% | +5,194.7% | -1,230.3% | +1,653.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling