+24.5%
ALAB vs DVA
+62.2%
-37.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.8% | -10.2% | -3.3% |
| 7D | -24.9% | +4.7% | -29.6% | -24.1% |
| 30D | -38.4% | +7.8% | -46.2% | -37.2% |
| 3M | -38.3% | -15.5% | -22.8% | -39.6% |
| 6M | +10.9% | +25.0% | -14.1% | +22.1% |
| YTD | +34.2% | +69.6% | -35.4% | +56.7% |
| 1Y | +24.5% | +60.6% | -36.1% | +41.1% |
| All | +24.5% | +62.2% | -37.6% | +41.1% |
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