-11.6%
ABT vs DVA
+40.8%
-52.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | -5.8% | +1.7% | -7.5% | -6.0% |
| 3M | +16.7% | -8.7% | +25.4% | +17.5% |
| 6M | -5.2% | +19.7% | -24.9% | -7.8% |
| YTD | -16.0% | +59.6% | -75.6% | -21.5% |
| 1Y | -18.3% | +37.1% | -55.4% | -22.0% |
| 3Y | +9.2% | +89.8% | -80.6% | -1.9% |
| 5Y | -11.6% | +47.4% | -58.9% | -19.5% |
| All | -11.6% | +40.8% | -52.4% | -19.5% |
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