+17.2%
ARM vs DVA
+47.6%
-30.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.8% | -2.4% |
| 7D | -10.4% | -1.6% | -8.8% | -10.4% |
| 30D | -31.8% | 0.0% | -31.9% | -31.9% |
| 3M | -32.2% | -2.4% | -29.8% | -32.3% |
| 6M | -14.9% | -9.8% | -5.2% | -15.3% |
| YTD | +66.0% | +57.8% | +8.2% | +54.1% |
| 1Y | +17.2% | +49.2% | -32.0% | +7.1% |
| All | +17.2% | +47.6% | -30.3% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling