+57.7%
AMGN vs DVA
+89.6%
-31.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.3% |
| 7D | -13.7% | -1.3% | -12.4% | -13.6% |
| 30D | -8.8% | 0.0% | -8.8% | -8.8% |
| 3M | +7.2% | -10.9% | +18.1% | +7.6% |
| 6M | +1.3% | +17.3% | -16.0% | -1.1% |
| YTD | +17.6% | +59.8% | -42.2% | +11.3% |
| 1Y | +37.2% | +36.3% | +0.9% | +32.2% |
| 3Y | +57.7% | +88.6% | -30.9% | +56.9% |
| All | +57.7% | +89.6% | -31.9% | +56.9% |
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