+1,454.7%
AMT vs DVA
+1,582.5%
-127.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +1.5% | -8.8% | +10.3% | +2.9% |
| 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% | +14.0% |
| YTD | +12.5% | +53.6% | -41.1% | +3.8% |
| 1Y | +10.1% | +41.9% | -31.8% | +2.8% |
| 3Y | +16.0% | +97.5% | -81.5% | +1.6% |
| 5Y | -17.2% | +65.0% | -82.1% | -27.5% |
| 10Y | +135.2% | +193.2% | -58.0% | +82.4% |
| All | +1,454.7% | +1,582.5% | -127.8% | +898.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling