+131.1%
ADI vs DVA
+40.8%
+90.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | -6.0% | +1.7% | -7.6% | -6.2% |
| 3M | -7.7% | -8.7% | +0.9% | -7.1% |
| 6M | +14.0% | +19.7% | -5.7% | +9.8% |
| YTD | +34.4% | +59.6% | -25.2% | +23.8% |
| 1Y | +48.0% | +37.1% | +10.9% | +39.4% |
| 3Y | +113.3% | +89.8% | +23.5% | +88.6% |
| 5Y | +131.1% | +47.4% | +83.7% | +115.4% |
| All | +131.1% | +40.8% | +90.2% | +115.4% |
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