+8.3%
AMT vs DVA
+88.1%
-79.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +0.1% |
| 7D | -0.2% | +2.2% | -2.4% | -0.3% |
| 30D | +1.8% | -2.0% | +3.9% | +2.0% |
| 3M | -6.2% | -6.3% | +0.1% | -5.6% |
| 6M | -5.0% | +19.4% | -24.4% | -6.3% |
| YTD | +2.1% | +58.5% | -56.4% | -1.1% |
| 1Y | -5.7% | +33.9% | -39.6% | -7.6% |
| All | +8.3% | +88.1% | -79.8% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling