+142.4%
AMT vs DVA
+193.2%
-50.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +1.5% | -8.8% | +10.3% | +2.8% |
| 30D | +6.8% | -3.4% | +10.2% | +7.2% |
| 3M | +11.2% | -2.6% | +13.8% | +11.4% |
| 6M | +12.5% | -11.9% | +24.4% | +13.9% |
| YTD | +12.5% | +53.6% | -41.1% | +4.4% |
| 1Y | +10.1% | +41.9% | -31.8% | +3.4% |
| 3Y | +16.0% | +97.5% | -81.5% | +2.3% |
| 5Y | -17.2% | +65.0% | -82.1% | -27.0% |
| All | +142.4% | +193.2% | -50.7% | +94.3% |
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