+400.4%
ALAB vs DVA
+32.9%
+367.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.3% | +8.5% | +9.9% |
| 7D | +7.2% | +1.8% | +5.4% | +7.5% |
| 30D | -2.5% | -2.5% | 0.0% | -2.8% |
| 3M | -13.3% | -4.3% | -9.1% | -13.0% |
| 6M | +172.8% | +18.9% | +154.0% | +184.7% |
| YTD | +86.6% | +61.9% | +24.6% | +102.2% |
| 1Y | +65.2% | +35.7% | +29.4% | +77.7% |
| All | +400.4% | +32.9% | +367.5% | +393.5% |
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