+106.2%
AMT vs DVA
+187.8%
-81.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +1.1% | -1.3% | +2.5% | +1.3% |
| 30D | +4.4% | 0.0% | +4.3% | +4.3% |
| 3M | -5.2% | -10.9% | +5.8% | -3.9% |
| 6M | -0.8% | +17.3% | -18.1% | -3.7% |
| YTD | +3.3% | +59.8% | -56.5% | -4.4% |
| 1Y | -6.0% | +36.3% | -42.3% | -11.0% |
| 3Y | +9.6% | +88.6% | -79.0% | -2.7% |
| 5Y | -29.2% | +47.5% | -76.8% | -35.8% |
| All | +106.2% | +187.8% | -81.6% | +68.6% |
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