+8.5%
DVN vs AMC
-97.5%
+106.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.3% | -7.8% | 0.0% |
| 7D | -12.8% | +6.6% | -19.4% | -13.2% |
| 30D | -12.1% | +14.1% | -26.2% | -12.9% |
| 3M | -0.7% | +31.3% | -32.0% | -2.6% |
| 6M | -5.8% | +126.7% | -132.4% | -11.4% |
| YTD | +17.9% | +117.9% | -100.0% | +10.4% |
| 1Y | +29.0% | +41.1% | -12.1% | +23.8% |
| 3Y | +6.0% | -61.0% | +66.9% | +5.4% |
| 5Y | +22.1% | -99.1% | +121.3% | +41.0% |
| 10Y | +40.5% | -98.7% | +139.2% | +30.8% |
| All | +8.5% | -97.5% | +106.0% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling