+199.0%
AMD vs DVN
+21.1%
+177.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.6% | +12.6% | +11.4% |
| 7D | -11.0% | -19.1% | +8.0% | -6.0% |
| 30D | -30.5% | -11.8% | -18.6% | -28.3% |
| 3M | -8.2% | -1.5% | -6.8% | -8.4% |
| 6M | +6.6% | -8.2% | +14.7% | +7.5% |
| YTD | +109.7% | +17.4% | +92.3% | +90.7% |
| 1Y | +88.9% | +33.5% | +55.4% | +63.6% |
| 3Y | +301.8% | -0.3% | +302.1% | +269.6% |
| All | +199.0% | +21.1% | +177.9% | +152.0% |
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