+1,180.8%
DVN vs AME
+18,712.2%
-17,531.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.3% | +2.8% | -4.1% | -2.6% |
| 30D | +12.6% | -6.3% | +18.9% | +15.7% |
| 3M | +8.1% | +5.4% | +2.7% | +4.7% |
| 6M | +10.2% | +7.4% | +2.7% | +4.6% |
| YTD | +33.8% | +16.2% | +17.6% | +22.3% |
| 1Y | +43.9% | +26.8% | +17.1% | +25.9% |
| 3Y | +1.7% | +57.5% | -55.8% | -19.9% |
| 5Y | +119.6% | +84.8% | +34.8% | +60.1% |
| 10Y | +53.7% | +424.3% | -370.6% | -20.5% |
| All | +1,180.8% | +18,712.2% | -17,531.4% | +290.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling