-42.5%
ALB vs DVA
+38.1%
-80.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.0% |
| 7D | -4.4% | +2.2% | -6.6% | -4.8% |
| 30D | -1.2% | -2.0% | +0.8% | -0.9% |
| 3M | -13.3% | -6.3% | -7.0% | -12.8% |
| 6M | -19.8% | +19.4% | -39.2% | -23.3% |
| YTD | -7.9% | +58.5% | -66.4% | -17.7% |
| 1Y | +60.2% | +33.9% | +26.3% | +48.2% |
| 3Y | -26.4% | +88.4% | -114.9% | -37.6% |
| 5Y | -42.5% | +39.5% | -82.0% | -49.5% |
| All | -42.5% | +38.1% | -80.6% | -49.5% |
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 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