+349.8%
AMD vs DVN
+110.5%
+239.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +5.1% |
| 7D | +2.6% | +1.5% | +1.1% | +2.1% |
| 30D | -0.9% | +14.2% | -15.1% | -4.5% |
| 3M | -8.7% | +5.2% | -14.0% | -10.4% |
| 6M | +136.3% | +11.9% | +124.5% | +123.5% |
| YTD | +123.0% | +32.8% | +90.2% | +97.9% |
| 1Y | +195.2% | +38.6% | +156.6% | +156.9% |
| 3Y | +336.3% | +0.5% | +335.8% | +304.6% |
| All | +349.8% | +110.5% | +239.4% | +265.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling