+8,471.9%
AMD vs DVN
+55.9%
+8,416.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.7% | +5.2% | +5.7% |
| 7D | +10.0% | -1.3% | +11.4% | +10.4% |
| 30D | +4.6% | +12.6% | -8.0% | +1.7% |
| 3M | +3.1% | +8.1% | -5.0% | +0.7% |
| 6M | +162.8% | +10.2% | +152.7% | +152.8% |
| YTD | +136.2% | +33.8% | +102.4% | +115.7% |
| 1Y | +234.0% | +43.9% | +190.1% | +198.4% |
| 3Y | +376.7% | +1.7% | +375.0% | +353.6% |
| 5Y | +376.3% | +119.6% | +256.7% | +278.7% |
| All | +8,471.9% | +55.9% | +8,416.0% | +6,379.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 10y: compounded portfolio wealth divided by compounded DVN 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…
10y analysis · Full analysis span regression · 6 months rolling