+13.2%
DVN vs AMT
+16.9%
-3.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | +10.4% | +1.5% | +8.8% | +10.3% |
| 30D | -6.7% | +6.8% | -13.5% | -6.8% |
| 3M | +5.6% | +11.2% | -5.6% | +5.4% |
| 6M | +0.7% | +12.5% | -11.8% | +0.4% |
| YTD | +29.6% | +12.5% | +17.1% | +29.0% |
| 1Y | +36.3% | +10.1% | +26.2% | +35.8% |
| 3Y | +13.2% | +16.0% | -2.9% | +11.4% |
| All | +13.2% | +16.9% | -3.8% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling