+30.9%
DVN vs AMP
+2,095.9%
-2,065.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | +2.5% | -2.0% | +4.6% | +3.6% |
| 30D | +10.2% | -1.7% | +11.9% | +10.9% |
| 3M | +8.1% | +23.2% | -15.1% | -3.9% |
| 6M | +15.9% | +22.2% | -6.3% | +2.8% |
| YTD | +38.2% | +14.0% | +24.3% | +26.3% |
| 1Y | +44.5% | +14.0% | +30.5% | +31.7% |
| 3Y | +5.1% | +67.0% | -61.8% | -22.4% |
| 5Y | +124.3% | +123.2% | +1.1% | +41.2% |
| 10Y | +65.9% | +578.5% | -512.6% | -37.4% |
| All | +30.9% | +2,095.9% | -2,065.0% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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