+57.0%
AME vs DVA
+91.2%
-34.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.3% | -0.7% |
| 7D | +1.3% | +2.0% | -0.7% | +1.2% |
| 30D | -6.6% | -0.4% | -6.2% | -6.6% |
| 3M | +3.0% | -7.7% | +10.6% | +3.2% |
| 6M | +5.3% | +20.0% | -14.7% | +3.0% |
| YTD | +15.4% | +61.1% | -45.7% | +10.3% |
| 1Y | +26.8% | +33.9% | -7.0% | +22.9% |
| All | +57.0% | +91.2% | -34.2% | +49.1% |
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