+44.5%
DVN vs AMT
-7.4%
+51.9%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.3% |
| 7D | +2.5% | -2.7% | +5.2% | +2.8% |
| 30D | +10.2% | +2.0% | +8.2% | +9.8% |
| 3M | +8.1% | -9.3% | +17.4% | +8.7% |
| 6M | +15.9% | -5.2% | +21.1% | +16.6% |
| YTD | +38.2% | +0.5% | +37.8% | +35.9% |
| 1Y | +44.5% | -7.3% | +51.8% | +46.6% |
| All | +44.5% | -7.4% | +51.9% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 1y: compounded portfolio wealth divided by compounded AMT 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…
1y analysis · Full analysis span regression · 6 months rolling