+48.5%
AMZN vs DVA
+46.8%
+1.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -0.7% | -1.3% | +0.7% | -0.5% |
| 30D | -3.9% | 0.0% | -4.0% | -3.9% |
| 3M | +6.3% | -10.9% | +17.3% | +7.9% |
| 6M | +20.8% | +17.3% | +3.5% | +16.0% |
| YTD | +11.2% | +59.8% | -48.6% | -0.2% |
| 1Y | +11.7% | +36.3% | -24.6% | +3.6% |
| 3Y | +79.4% | +88.6% | -9.2% | +47.5% |
| All | +48.5% | +46.8% | +1.7% | +28.2% |
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