-99.9%
AMIX vs DVA
+79.8%
-179.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.7% |
| 7D | -16.0% | +2.1% | -18.1% | -15.3% |
| 30D | -55.4% | +8.2% | -63.7% | -53.9% |
| 3M | -87.5% | +5.9% | -93.4% | -87.2% |
| 6M | -81.2% | -1.3% | -79.9% | -82.2% |
| YTD | -86.8% | +68.4% | -155.3% | -84.4% |
| 1Y | -91.6% | +57.5% | -149.0% | -90.3% |
| All | -99.9% | +79.8% | -179.7% | -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 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