+64.5%
DVA vs ALC
-9.8%
+74.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.3% | -5.0% |
| 7D | -10.7% | -6.2% | -4.5% | -9.5% |
| 30D | -4.4% | +14.0% | -18.4% | -6.7% |
| 3M | -4.1% | -2.4% | -1.7% | -3.8% |
| 6M | -13.2% | +12.6% | -25.8% | -15.2% |
| YTD | +53.2% | -8.4% | +61.6% | +54.5% |
| 1Y | +40.8% | -9.1% | +50.0% | +42.3% |
| 3Y | +109.7% | -0.3% | +110.0% | +102.2% |
| 5Y | +64.5% | -9.9% | +74.4% | +62.0% |
| All | +64.5% | -9.8% | +74.3% | +62.0% |
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