+118.6%
DVN vs AME
+89.9%
+28.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.8% | -0.9% |
| 7D | +4.5% | +1.7% | +2.8% | +3.7% |
| 30D | +12.0% | -6.4% | +18.4% | +15.0% |
| 3M | +13.4% | +7.1% | +6.3% | +9.1% |
| 6M | +12.1% | +8.2% | +3.9% | +5.9% |
| YTD | +38.8% | +18.2% | +20.7% | +24.2% |
| 1Y | +46.0% | +26.7% | +19.3% | +24.7% |
| 3Y | +9.5% | +60.7% | -51.2% | -20.6% |
| All | +118.6% | +89.9% | +28.8% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling