+5.9%
ABT vs DVA
+89.6%
-83.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -5.9% | -1.3% | -4.6% | -5.8% |
| 30D | -8.1% | 0.0% | -8.1% | -8.1% |
| 3M | +14.5% | -10.9% | +25.5% | +15.4% |
| 6M | -6.3% | +17.3% | -23.6% | -8.2% |
| YTD | -17.1% | +59.8% | -76.9% | -22.3% |
| 1Y | -21.4% | +36.3% | -57.6% | -24.4% |
| 3Y | +5.9% | +88.6% | -82.7% | -7.7% |
| All | +5.9% | +89.6% | -83.7% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling