+1,301.0%
ADM vs DVA
+5,194.7%
-3,893.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +3.8% | +1.8% | +1.9% | +3.5% |
| 30D | +9.8% | -2.5% | +12.2% | +10.1% |
| 3M | +2.1% | -4.3% | +6.4% | +2.4% |
| 6M | +27.5% | +18.9% | +8.6% | +23.8% |
| YTD | +50.2% | +61.9% | -11.7% | +39.3% |
| 1Y | +40.6% | +35.7% | +4.9% | +33.4% |
| 3Y | +17.2% | +78.6% | -61.4% | +5.9% |
| 5Y | +61.9% | +39.2% | +22.7% | +48.5% |
| 10Y | +159.3% | +184.0% | -24.7% | +113.6% |
| All | +1,301.0% | +5,194.7% | -3,893.6% | +873.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling