+11,482.1%
AME vs DVA
+5,194.7%
+6,287.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | +0.6% | +1.8% | -1.2% | +0.3% |
| 30D | -6.7% | -2.5% | -4.2% | -6.4% |
| 3M | +4.1% | -4.3% | +8.3% | +4.3% |
| 6M | +1.6% | +18.9% | -17.3% | -1.9% |
| YTD | +16.1% | +61.9% | -45.8% | +6.5% |
| 1Y | +27.3% | +35.7% | -8.4% | +19.7% |
| 3Y | +50.9% | +78.6% | -27.8% | +33.7% |
| 5Y | +81.4% | +39.2% | +42.2% | +63.6% |
| 10Y | +417.0% | +184.0% | +232.9% | +312.2% |
| All | +11,482.1% | +5,194.7% | +6,287.4% | +7,152.2% |
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