-30.9%
AMT vs DVA
+41.6%
-72.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | +1.5% | +2.0% | -0.6% | +1.3% |
| 30D | +3.7% | -0.4% | +4.1% | +3.7% |
| 3M | -7.2% | -7.7% | +0.5% | -6.6% |
| 6M | -4.2% | +20.0% | -24.1% | -5.7% |
| YTD | +1.9% | +61.1% | -59.2% | -2.1% |
| 1Y | -6.4% | +33.9% | -40.2% | -8.8% |
| 3Y | +7.7% | +91.5% | -83.8% | +2.7% |
| 5Y | -30.9% | +41.8% | -72.7% | -32.8% |
| All | -30.9% | +41.6% | -72.5% | -32.8% |
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