+12,389.9%
AMD vs DVN
+1,045.4%
+11,344.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +2.8% | +11.9% | +13.9% |
| 7D | +6.5% | -8.8% | +15.3% | +9.3% |
| 30D | -15.3% | -10.0% | -5.2% | -12.8% |
| 3M | +9.7% | -3.7% | +13.4% | +10.5% |
| 6M | +13.2% | -3.5% | +16.7% | +12.7% |
| YTD | +140.6% | +20.8% | +119.8% | +121.5% |
| 1Y | +111.2% | +31.2% | +79.9% | +89.3% |
| 3Y | +334.4% | +5.0% | +329.5% | +308.2% |
| 5Y | +268.3% | +29.9% | +238.4% | +213.7% |
| 10Y | +8,077.9% | +45.5% | +8,032.5% | +5,492.3% |
| All | +12,389.9% | +1,045.4% | +11,344.6% | +5,650.1% |
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