+24.1%
DVN vs AMCR
+96.6%
-72.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | +2.5% | -5.0% | +7.5% | +4.5% |
| 30D | +10.2% | -8.0% | +18.2% | +13.6% |
| 3M | +8.1% | +14.3% | -6.2% | +1.4% |
| 6M | +15.9% | +5.3% | +10.5% | +10.2% |
| YTD | +38.2% | +7.7% | +30.5% | +29.7% |
| 1Y | +44.5% | +10.8% | +33.6% | +33.4% |
| 3Y | +5.1% | +9.6% | -4.4% | -4.1% |
| 5Y | +124.3% | -10.2% | +134.5% | +122.9% |
| 10Y | +65.9% | +16.5% | +49.4% | +39.4% |
| All | +24.1% | +96.6% | -72.5% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling