+44.5%
DVN vs AMDL
+418.8%
-374.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.7% | +8.8% | +1.9% |
| 7D | +2.5% | +20.7% | -18.2% | +3.2% |
| 30D | +10.2% | +9.4% | +0.7% | +10.6% |
| 3M | +8.1% | +5.6% | +2.5% | +9.5% |
| 6M | +15.9% | +340.3% | -324.4% | +20.5% |
| YTD | +38.2% | +253.6% | -215.4% | +42.8% |
| 1Y | +44.5% | +443.4% | -398.9% | +49.4% |
| All | +44.5% | +418.8% | -374.3% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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