+2,169.9%
ALB vs DVA
+5,194.7%
-3,024.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -4.7% |
| 7D | -8.1% | +1.8% | -9.9% | -8.4% |
| 30D | +6.3% | -2.5% | +8.8% | +6.6% |
| 3M | -23.6% | -4.3% | -19.3% | -23.3% |
| 6M | -24.6% | +18.9% | -43.5% | -27.8% |
| YTD | -10.3% | +61.9% | -72.2% | -19.5% |
| 1Y | +61.5% | +35.7% | +25.7% | +49.2% |
| 3Y | -34.0% | +78.6% | -112.6% | -43.0% |
| 5Y | -44.6% | +39.2% | -83.8% | -50.9% |
| 10Y | +76.1% | +184.0% | -107.9% | +35.6% |
| All | +2,169.9% | +5,194.7% | -3,024.7% | +1,075.5% |
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