-22.9%
AMRZ vs DVA
+31.4%
-54.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.1% | -4.1% |
| 7D | -2.0% | +2.2% | -4.2% | -2.1% |
| 30D | -9.8% | -2.0% | -7.8% | -9.7% |
| 3M | -17.2% | -6.3% | -11.0% | -17.8% |
| 6M | -26.9% | +19.4% | -46.4% | -29.6% |
| YTD | -21.5% | +58.5% | -80.0% | -28.0% |
| 1Y | -22.9% | +33.9% | -56.7% | -28.4% |
| All | -22.9% | +31.4% | -54.3% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling