+366.4%
DVN vs AMT
+1,439.7%
-1,073.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.1% | +2.9% |
| 7D | +7.8% | -2.2% | +10.0% | +8.2% |
| 30D | -7.9% | +5.8% | -13.7% | -8.8% |
| 3M | +3.7% | +12.6% | -8.8% | +1.6% |
| 6M | +0.2% | +8.3% | -8.1% | -1.5% |
| YTD | +28.6% | +11.4% | +17.2% | +25.6% |
| 1Y | +34.6% | +7.7% | +26.9% | +32.2% |
| 3Y | +11.8% | +14.8% | -3.0% | +7.4% |
| 5Y | +37.6% | -18.0% | +55.5% | +38.2% |
| 10Y | +59.7% | +133.0% | -73.3% | +35.8% |
| All | +366.4% | +1,439.7% | -1,073.3% | +167.6% |
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 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