+67.3%
DVN vs AME
+445.1%
-377.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.8% | -2.3% |
| 7D | +4.5% | +1.7% | +2.8% | +2.9% |
| 30D | +12.0% | -6.4% | +18.4% | +17.9% |
| 3M | +13.4% | +7.1% | +6.3% | +5.2% |
| 6M | +12.1% | +8.2% | +3.9% | +0.3% |
| YTD | +38.8% | +18.2% | +20.7% | +13.7% |
| 1Y | +46.0% | +26.7% | +19.3% | +10.8% |
| 3Y | +9.5% | +60.7% | -51.2% | -36.7% |
| 5Y | +125.3% | +91.6% | +33.7% | +4.3% |
| All | +67.3% | +445.1% | -377.8% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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