+87.1%
AMDL vs DVA
+37.2%
+49.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | -3.0% | +29.8% | +27.7% |
| 7D | +10.3% | -0.1% | +10.4% | +9.4% |
| 30D | -38.3% | +3.5% | -41.8% | -39.7% |
| 3M | -8.7% | +1.0% | -9.7% | -10.8% |
| 6M | -14.4% | -6.6% | -7.8% | -14.2% |
| YTD | +206.9% | +63.3% | +143.6% | +146.7% |
| 1Y | +144.4% | +50.0% | +94.4% | +105.3% |
| All | +87.1% | +37.2% | +49.9% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling