+1,311.4%
AMT vs DVA
+1,673.4%
-362.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | -0.2% | +1.8% | -2.0% | -0.5% |
| 30D | +4.6% | -2.5% | +7.1% | +5.0% |
| 3M | -8.4% | -4.3% | -4.2% | -8.1% |
| 6M | -6.0% | +18.9% | -24.9% | -9.2% |
| YTD | +2.1% | +61.9% | -59.8% | -6.4% |
| 1Y | -6.4% | +35.7% | -42.1% | -11.9% |
| 3Y | +8.1% | +78.6% | -70.6% | -4.3% |
| 5Y | -31.9% | +39.2% | -71.1% | -38.7% |
| 10Y | +97.1% | +184.0% | -86.9% | +53.7% |
| All | +1,311.4% | +1,673.4% | -362.0% | +800.9% |
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