+4,605.5%
AMD vs DVA
+5,180.6%
-575.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +5.0% | +6.8% |
| 7D | +13.1% | -4.8% | +17.9% | +14.1% |
| 30D | -7.0% | +0.9% | -7.9% | -7.5% |
| 3M | +16.6% | +2.9% | +13.7% | +15.1% |
| 6M | +20.5% | -7.8% | +28.3% | +21.1% |
| YTD | +158.2% | +61.5% | +96.7% | +127.9% |
| 1Y | +132.8% | +50.1% | +82.7% | +108.6% |
| 3Y | +366.2% | +121.1% | +245.1% | +280.0% |
| 5Y | +278.7% | +72.9% | +205.8% | +215.3% |
| 10Y | +8,164.6% | +208.2% | +7,956.3% | +5,873.7% |
| All | +4,605.5% | +5,180.6% | -575.0% | +1,917.4% |
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