+137.7%
AMDL vs DVA
+42.3%
+95.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +0.3% | -17.8% | -17.6% |
| 7D | +37.2% | -8.8% | +46.0% | +38.3% |
| 30D | -24.0% | -3.4% | -20.6% | -24.3% |
| 3M | -1.0% | -2.6% | +1.6% | -2.4% |
| 6M | -3.2% | -11.9% | +8.7% | -1.6% |
| YTD | +232.2% | +53.6% | +178.6% | +263.7% |
| 1Y | +137.7% | +41.9% | +95.9% | +148.0% |
| All | +137.7% | +42.3% | +95.4% | +148.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling