+384.5%
ALAB vs DVA
+32.2%
+352.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +4.2% |
| 7D | +9.6% | +2.0% | +7.6% | +9.9% |
| 30D | -5.3% | -0.4% | -4.9% | -5.3% |
| 3M | -12.0% | -7.7% | -4.4% | -12.3% |
| 6M | +145.7% | +20.0% | +125.8% | +156.9% |
| YTD | +80.7% | +61.1% | +19.6% | +95.6% |
| 1Y | +40.1% | +33.9% | +6.3% | +50.7% |
| All | +384.5% | +32.2% | +352.3% | +377.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling