+67.1%
ADM vs DVA
+41.6%
+25.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.2% |
| 7D | +1.4% | +2.0% | -0.6% | +1.1% |
| 30D | +8.2% | -0.4% | +8.6% | +8.2% |
| 3M | +8.7% | -7.7% | +16.4% | +9.4% |
| 6M | +29.1% | +20.0% | +9.1% | +25.6% |
| YTD | +53.7% | +61.1% | -7.4% | +43.5% |
| 1Y | +43.2% | +33.9% | +9.4% | +37.1% |
| 3Y | +21.4% | +91.5% | -70.1% | +10.2% |
| 5Y | +67.1% | +41.8% | +25.3% | +61.3% |
| All | +67.1% | +41.6% | +25.5% | +61.3% |
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 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