-20.3%
AMRZ vs DVA
+27.8%
-48.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.1% | +3.2% | -1.4% |
| 7D | -4.0% | -10.7% | +6.6% | -3.0% |
| 30D | +12.4% | -4.4% | +16.8% | +12.8% |
| 3M | -11.5% | -4.1% | -7.4% | -11.3% |
| 6M | -21.6% | -13.2% | -8.4% | -21.4% |
| YTD | -23.4% | +53.2% | -76.6% | -30.4% |
| 1Y | -17.2% | +40.8% | -58.0% | -23.3% |
| All | -20.3% | +27.8% | -48.1% | -25.0% |
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