+439.9%
AG vs DVA
+584.0%
-144.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.5% |
| 7D | +4.5% | +2.2% | +2.3% | +3.9% |
| 30D | +12.9% | -2.0% | +14.9% | +13.4% |
| 3M | +20.9% | -6.3% | +27.2% | +21.4% |
| 6M | -19.5% | +19.4% | -39.0% | -24.7% |
| YTD | +24.8% | +58.5% | -33.7% | +7.1% |
| 1Y | +120.2% | +33.9% | +86.4% | +97.0% |
| 3Y | +279.0% | +88.4% | +190.6% | +200.6% |
| 5Y | +67.9% | +39.5% | +28.4% | +40.3% |
| 10Y | +57.5% | +179.5% | -122.0% | -2.0% |
| All | +439.9% | +584.0% | -144.1% | +98.5% |
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 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