+39.0%
DVN vs AMCR
+32.3%
+6.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.3% | -10.6% | -6.4% |
| 7D | -13.9% | +6.2% | -20.2% | -12.3% |
| 30D | -8.0% | +16.0% | -24.1% | -4.1% |
| 3M | +0.8% | +4.4% | -3.6% | +2.4% |
| 6M | -12.8% | +35.5% | -48.3% | -6.3% |
| YTD | +22.7% | +21.5% | +1.2% | +31.5% |
| 1Y | +39.0% | +30.7% | +8.3% | +45.6% |
| All | +39.0% | +32.3% | +6.7% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling