+88.0%
ARM vs DVA
+31.4%
+56.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.9% | +3.9% |
| 7D | +11.4% | +2.2% | +9.1% | +11.1% |
| 30D | -7.4% | -2.0% | -5.4% | -7.3% |
| 3M | -24.5% | -6.3% | -18.2% | -24.9% |
| 6M | +128.7% | +19.4% | +109.2% | +118.0% |
| YTD | +139.3% | +58.5% | +80.8% | +130.1% |
| 1Y | +88.0% | +33.9% | +54.1% | +69.9% |
| All | +88.0% | +31.4% | +56.5% | +69.9% |
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