+11,477.5%
AMD vs DVN
+1,159.9%
+10,317.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.7% |
| 3M | -8.7% | +5.2% | -14.0% | -10.7% |
| 6M | +136.3% | +11.9% | +124.5% | +124.4% |
| YTD | +123.0% | +32.8% | +90.2% | +100.5% |
| 1Y | +195.2% | +38.6% | +156.6% | +161.0% |
| 3Y | +336.3% | +0.5% | +335.8% | +314.9% |
| 5Y | +334.5% | +111.0% | +223.4% | +222.4% |
| 10Y | +6,259.1% | +56.1% | +6,203.0% | +4,147.7% |
| All | +11,477.5% | +1,159.9% | +10,317.5% | +5,104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling