+39.5%
DVA vs ALC
-15.6%
+55.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.2% | -1.8% |
| 7D | +2.2% | -3.7% | +5.9% | +2.9% |
| 30D | -2.0% | -3.7% | +1.7% | -1.4% |
| 3M | -6.3% | +4.6% | -10.8% | -7.1% |
| 6M | +19.4% | -14.6% | +34.0% | +22.7% |
| YTD | +58.5% | -11.9% | +70.4% | +61.0% |
| 1Y | +33.9% | -13.1% | +47.0% | +36.4% |
| 3Y | +88.4% | -15.0% | +103.4% | +90.4% |
| 5Y | +39.5% | -16.2% | +55.7% | +34.8% |
| All | +39.5% | -15.6% | +55.1% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling