+3,435.9%
ALNY vs DVA
+1,062.4%
+2,373.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.1% | -3.8% |
| 7D | -6.4% | -0.2% | -6.2% | -6.4% |
| 30D | +11.9% | +1.7% | +10.2% | +11.3% |
| 3M | -15.0% | -8.7% | -6.3% | -13.5% |
| 6M | -23.2% | +19.7% | -42.9% | -29.2% |
| YTD | -37.8% | +59.6% | -97.4% | -48.3% |
| 1Y | -47.3% | +37.1% | -84.4% | -54.0% |
| 3Y | +22.9% | +89.8% | -66.9% | -7.8% |
| 5Y | +30.6% | +47.4% | -16.8% | +1.5% |
| 10Y | +254.6% | +184.9% | +69.8% | +83.6% |
| All | +3,435.9% | +1,062.4% | +2,373.5% | +1,025.1% |
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