+118.1%
DVN vs AMC
-99.4%
+217.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -1.6% |
| 7D | +1.5% | +2.3% | -0.8% | +1.4% |
| 30D | +14.2% | -0.7% | +14.9% | +14.1% |
| 3M | +5.2% | +35.2% | -30.0% | +3.6% |
| 6M | +11.9% | +124.6% | -112.7% | +7.5% |
| YTD | +32.8% | +69.9% | -37.0% | +28.9% |
| 1Y | +38.6% | -2.6% | +41.2% | +37.4% |
| 3Y | +0.5% | -79.8% | +80.3% | +4.1% |
| All | +118.1% | -99.4% | +217.5% | +189.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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