+10.1%
DVN vs AMDL
+131.0%
-120.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.0% | -4.8% | +1.0% |
| 7D | -0.1% | +29.0% | -29.1% | -1.1% |
| 30D | +8.0% | +19.1% | -11.1% | +7.1% |
| 3M | +11.9% | +1.8% | +10.2% | +10.4% |
| 6M | +10.6% | +374.4% | -363.8% | -4.3% |
| YTD | +35.4% | +278.9% | -243.5% | +17.0% |
| 1Y | +46.5% | +510.6% | -464.1% | +15.6% |
| All | +10.1% | +131.0% | -120.9% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling