-63.4%
ALB vs DVA
+64.3%
-127.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -5.8% | -8.8% | +3.0% | -4.3% |
| 30D | -4.5% | -3.4% | -1.1% | -4.2% |
| 3M | -28.1% | -2.6% | -25.5% | -28.1% |
| 6M | -53.2% | -11.9% | -41.3% | -52.6% |
| YTD | -33.3% | +53.6% | -87.0% | -40.5% |
| 1Y | -17.4% | +41.9% | -59.3% | -25.0% |
| 3Y | -14.1% | +97.5% | -111.6% | -28.4% |
| All | -63.4% | +64.3% | -127.7% | -67.4% |
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