+197.1%
ABT vs DVA
+187.8%
+9.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -5.9% | -1.3% | -4.6% | -5.7% |
| 30D | -8.1% | 0.0% | -8.1% | -8.1% |
| 3M | +14.5% | -10.9% | +25.5% | +16.4% |
| 6M | -6.3% | +17.3% | -23.6% | -10.4% |
| YTD | -17.1% | +59.8% | -76.9% | -26.3% |
| 1Y | -21.4% | +36.3% | -57.6% | -27.7% |
| 3Y | +5.9% | +88.6% | -82.7% | -11.8% |
| 5Y | -12.8% | +47.5% | -60.3% | -25.0% |
| All | +197.1% | +187.8% | +9.3% | +112.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling