+95.0%
AMDL vs DVA
+36.0%
+59.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.3% | +7.9% | +8.6% |
| 7D | +4.5% | +1.8% | +2.7% | +3.7% |
| 30D | -4.4% | -2.5% | -1.9% | -3.5% |
| 3M | -30.5% | -4.3% | -26.2% | -29.7% |
| 6M | +300.9% | +18.9% | +282.0% | +273.2% |
| YTD | +219.9% | +61.9% | +158.0% | +162.8% |
| 1Y | +374.7% | +35.7% | +339.0% | +327.8% |
| All | +95.0% | +36.0% | +59.0% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling