-99.8%
AMIX vs DVA
+72.9%
-172.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.4% |
| 7D | -13.7% | +1.8% | -15.6% | -13.1% |
| 30D | -62.1% | -2.5% | -59.6% | -62.4% |
| 3M | -46.2% | -4.3% | -41.9% | -49.7% |
| 6M | -46.4% | +18.9% | -65.3% | -45.6% |
| YTD | -60.3% | +61.9% | -122.2% | -53.7% |
| 1Y | -79.7% | +35.7% | -115.4% | -78.0% |
| All | -99.8% | +72.9% | -172.6% | -99.7% |
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