+18.3%
DVN vs AMC
-97.6%
+115.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.2% | +3.0% |
| 7D | +7.8% | +8.4% | -0.6% | +7.3% |
| 30D | -7.9% | +9.2% | -17.1% | -8.5% |
| 3M | +3.7% | +32.0% | -28.3% | +1.7% |
| 6M | +0.2% | +149.3% | -149.1% | -6.3% |
| YTD | +28.6% | +114.1% | -85.5% | +20.5% |
| 1Y | +34.6% | +35.8% | -1.2% | +29.4% |
| 3Y | +11.8% | -58.3% | +70.1% | +10.8% |
| 5Y | +37.6% | -99.2% | +136.7% | +59.0% |
| 10Y | +59.7% | -98.8% | +158.4% | +50.8% |
| All | +18.3% | -97.6% | +115.8% | -15.7% |
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