+96.4%
AGG vs DVA
+1,605.3%
-1,508.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.6% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -1.0% | +1.7% | -2.6% | -1.0% |
| 3M | -1.3% | -8.7% | +7.4% | -1.3% |
| 6M | -2.1% | +19.7% | -21.7% | -2.1% |
| YTD | -1.2% | +59.6% | -60.8% | -1.3% |
| 1Y | -0.5% | +37.1% | -37.6% | -0.6% |
| 3Y | +12.4% | +89.8% | -77.3% | +12.4% |
| 5Y | -2.4% | +47.4% | -49.8% | -2.6% |
| 10Y | +14.3% | +184.9% | -170.6% | +14.7% |
| All | +96.4% | +1,605.3% | -1,508.9% | +103.5% |
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