+53.1%
DVN vs AMRZ
-19.2%
+72.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +0.8% |
| 7D | -0.1% | -4.7% | +4.6% | -0.9% |
| 30D | +8.0% | -11.3% | +19.3% | +5.8% |
| 3M | +11.9% | -22.1% | +34.0% | +7.8% |
| 6M | +10.6% | -29.6% | +40.2% | +7.2% |
| YTD | +35.4% | -23.3% | +58.7% | +30.0% |
| 1Y | +46.5% | -23.7% | +70.2% | +40.4% |
| All | +53.1% | -19.2% | +72.3% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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