+131.0%
AMDL vs DVA
+35.3%
+95.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.6% | +4.4% | +5.3% |
| 7D | +29.0% | +2.0% | +26.9% | +27.8% |
| 30D | +19.1% | -0.4% | +19.4% | +19.1% |
| 3M | +1.8% | -7.7% | +9.4% | +4.6% |
| 6M | +374.4% | +20.0% | +354.4% | +341.1% |
| YTD | +278.9% | +61.1% | +217.8% | +211.7% |
| 1Y | +510.6% | +33.9% | +476.7% | +455.8% |
| All | +131.0% | +35.3% | +95.7% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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