-17.9%
AMT vs DVA
+73.1%
-91.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -0.3% |
| 7D | -2.4% | -4.8% | +2.4% | -2.0% |
| 30D | +4.2% | +0.9% | +3.3% | +4.1% |
| 3M | +13.4% | +2.9% | +10.5% | +13.0% |
| 6M | +9.4% | -7.8% | +17.1% | +9.9% |
| YTD | +11.7% | +61.5% | -49.8% | +7.3% |
| 1Y | +7.1% | +50.1% | -42.9% | +3.5% |
| 3Y | +15.1% | +121.1% | -106.0% | +9.3% |
| 5Y | -17.9% | +72.9% | -90.8% | -21.3% |
| All | -17.9% | +73.1% | -91.0% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling