+117.8%
AMDL vs DVA
+33.1%
+84.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.1% | +13.8% | +12.6% |
| 7D | +19.9% | +2.2% | +17.7% | +18.7% |
| 30D | +6.3% | -2.0% | +8.3% | +7.0% |
| 3M | -9.9% | -6.3% | -3.6% | -8.2% |
| 6M | +394.3% | +19.4% | +374.9% | +361.7% |
| YTD | +257.3% | +58.5% | +198.8% | +195.9% |
| 1Y | +508.5% | +33.9% | +474.7% | +451.2% |
| All | +117.8% | +33.1% | +84.7% | +97.1% |
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