+67.3%
DVN vs AMCR
+14.6%
+52.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.2% |
| 7D | +4.5% | -6.3% | +10.8% | +7.8% |
| 30D | +12.0% | -7.8% | +19.8% | +16.3% |
| 3M | +13.4% | +7.5% | +5.9% | +7.8% |
| 6M | +12.1% | +2.7% | +9.4% | +6.3% |
| YTD | +38.8% | +6.0% | +32.8% | +28.4% |
| 1Y | +46.0% | +7.8% | +38.2% | +33.2% |
| 3Y | +9.5% | +5.8% | +3.7% | -2.1% |
| 5Y | +125.3% | -11.6% | +136.9% | +122.8% |
| All | +67.3% | +14.6% | +52.6% | +29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling