-18.5%
AMRZ vs DVA
+40.5%
-58.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.7% |
| 7D | +1.2% | +2.1% | -0.9% | +1.0% |
| 30D | +15.1% | +8.2% | +6.8% | +14.2% |
| 3M | -18.1% | +5.9% | -24.0% | -18.6% |
| 6M | -23.5% | -1.3% | -22.2% | -24.3% |
| YTD | -21.6% | +68.4% | -90.0% | -29.4% |
| 1Y | -14.7% | +57.5% | -72.2% | -22.1% |
| All | -18.5% | +40.5% | -58.9% | -24.0% |
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