+5.4%
DVN vs AMDL
+102.5%
-97.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -17.6% | +18.3% | +1.4% |
| 7D | +10.4% | +37.2% | -26.9% | +8.9% |
| 30D | -6.7% | -24.0% | +17.3% | -6.5% |
| 3M | +5.6% | -1.0% | +6.6% | +4.3% |
| 6M | +0.7% | -3.2% | +3.9% | -2.1% |
| YTD | +29.6% | +232.2% | -202.6% | +11.3% |
| 1Y | +36.3% | +137.7% | -101.4% | +20.5% |
| All | +5.4% | +102.5% | -97.1% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling