+37.1%
DVA vs ALC
-15.7%
+52.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -1.7% |
| 7D | -0.2% | -7.7% | +7.5% | -2.5% |
| 30D | +1.7% | -11.7% | +13.4% | -2.0% |
| 3M | -8.7% | +0.7% | -9.3% | -8.0% |
| 6M | +19.7% | -17.1% | +36.7% | +15.7% |
| YTD | +59.6% | -15.1% | +74.8% | +54.2% |
| 1Y | +37.1% | -14.1% | +51.2% | +30.4% |
| All | +37.1% | -15.7% | +52.8% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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