+0.3%
AGI vs DVA
+62.2%
-61.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +5.8% | +5.0% | +10.7% |
| 7D | -5.3% | +4.7% | -10.0% | -5.3% |
| 30D | -7.1% | +7.8% | -14.9% | -7.2% |
| 3M | +4.4% | -15.5% | +19.9% | +4.3% |
| 6M | -23.0% | +25.0% | -48.1% | -26.5% |
| YTD | -22.0% | +69.6% | -91.6% | -25.3% |
| 1Y | +0.3% | +60.6% | -60.3% | -3.5% |
| All | +0.3% | +62.2% | -61.9% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling