+145.7%
AMDL vs DVA
+28.7%
+117.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -5.1% | +17.0% | +13.4% |
| 7D | +103.5% | -10.7% | +114.2% | +109.8% |
| 30D | -18.3% | -4.4% | -13.9% | -18.3% |
| 3M | +20.1% | -4.1% | +24.2% | +18.8% |
| 6M | +15.9% | -13.2% | +29.1% | +18.7% |
| YTD | +303.0% | +53.2% | +249.8% | +229.6% |
| 1Y | +164.0% | +40.8% | +123.2% | +125.9% |
| All | +145.7% | +28.7% | +117.0% | +119.5% |
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