-99.9%
AMIX vs DVA
+74.3%
-174.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -3.0% | +14.9% | +10.7% |
| 7D | +1.2% | -0.1% | +1.3% | +1.4% |
| 30D | -45.3% | +3.5% | -48.8% | -44.4% |
| 3M | -83.1% | +1.0% | -84.0% | -82.9% |
| 6M | -76.9% | -6.6% | -70.3% | -78.5% |
| YTD | -85.3% | +63.3% | -148.6% | -82.7% |
| 1Y | -89.8% | +50.0% | -139.8% | -88.5% |
| All | -99.9% | +74.3% | -174.2% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling