+92.1%
AMDL vs DVA
+32.5%
+59.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.4% | +6.0% | +3.7% |
| 7D | +5.4% | -1.6% | +7.0% | +5.0% |
| 30D | -36.6% | 0.0% | -36.6% | -37.5% |
| 3M | -1.0% | -2.4% | +1.4% | -2.3% |
| 6M | -12.1% | -9.8% | -2.3% | -11.0% |
| YTD | +215.1% | +57.8% | +157.3% | +155.9% |
| 1Y | +130.4% | +49.2% | +81.2% | +92.5% |
| All | +92.1% | +32.5% | +59.5% | +70.4% |
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