+381.8%
DVN vs AMT
+1,311.4%
-929.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +14.2% | +4.6% | +9.6% | +13.3% |
| 3M | +5.2% | -8.4% | +13.7% | +6.6% |
| 6M | +11.9% | -6.0% | +17.9% | +12.6% |
| YTD | +32.8% | +2.1% | +30.7% | +31.8% |
| 1Y | +38.6% | -6.4% | +45.0% | +39.3% |
| 3Y | +0.5% | +8.1% | -7.5% | -2.5% |
| 5Y | +111.0% | -31.9% | +143.0% | +118.7% |
| 10Y | +56.1% | +97.1% | -41.0% | +36.4% |
| All | +381.8% | +1,311.4% | -929.6% | +180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling