+143.3%
AMDL vs DVA
+48.6%
+94.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.4% | +6.0% | +3.1% |
| 7D | +5.4% | -1.6% | +7.0% | +4.9% |
| 30D | -36.6% | 0.0% | -36.6% | -37.1% |
| 3M | -1.0% | -2.4% | +1.4% | -1.8% |
| 6M | -12.1% | -9.8% | -2.3% | -10.7% |
| YTD | +215.1% | +57.8% | +157.3% | +243.7% |
| All | +143.3% | +48.6% | +94.7% | +163.5% |
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 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