+12.4%
AA vs DVA
+41.6%
-29.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.3% |
| 7D | -0.6% | +2.0% | -2.6% | -1.1% |
| 30D | -1.6% | -0.4% | -1.2% | -1.6% |
| 3M | -29.8% | -7.7% | -22.1% | -29.4% |
| 6M | -16.6% | +20.0% | -36.6% | -22.5% |
| YTD | -4.0% | +61.1% | -65.1% | -19.3% |
| 1Y | +63.5% | +33.9% | +29.6% | +45.4% |
| 3Y | +86.8% | +91.5% | -4.8% | +43.2% |
| 5Y | +12.4% | +41.8% | -29.4% | -11.7% |
| All | +12.4% | +41.6% | -29.3% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 5y: compounded portfolio wealth divided by compounded DVA 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…
5y analysis · Full analysis span regression · 6 months rolling