+1,586.9%
ALB vs DVA
+4,923.3%
-3,336.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -5.8% | -8.8% | +3.0% | -4.2% |
| 30D | -4.5% | -3.4% | -1.1% | -4.1% |
| 3M | -28.1% | -2.6% | -25.5% | -28.0% |
| 6M | -53.2% | -11.9% | -41.3% | -52.5% |
| YTD | -33.3% | +53.6% | -87.0% | -39.9% |
| 1Y | -17.4% | +41.9% | -59.3% | -24.4% |
| 3Y | -14.1% | +97.5% | -111.6% | -27.0% |
| 5Y | -64.0% | +65.0% | -129.0% | -69.2% |
| 10Y | +32.8% | +193.2% | -160.4% | +1.7% |
| All | +1,586.9% | +4,923.3% | -3,336.4% | +778.7% |
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