+272.3%
ALAB vs DVA
+32.5%
+239.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.5% | +7.2% |
| 7D | +3.4% | -4.8% | +8.2% | +2.7% |
| 30D | -28.8% | +0.9% | -29.7% | -28.4% |
| 3M | -26.0% | +2.9% | -28.9% | -25.4% |
| 6M | +11.4% | -7.8% | +19.1% | +11.5% |
| YTD | +38.8% | +61.5% | -22.7% | +51.0% |
| 1Y | +37.8% | +50.1% | -12.3% | +49.1% |
| All | +272.3% | +32.5% | +239.7% | +268.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling