+188.1%
DVA vs ALM
+2,100.8%
-1,912.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.7% | -7.5% | +0.2% |
| 7D | -8.8% | +1.2% | -10.0% | -8.8% |
| 30D | -3.4% | -19.3% | +15.9% | -3.3% |
| 3M | -2.6% | -40.6% | +38.1% | -2.3% |
| 6M | -11.9% | -57.9% | +46.0% | -11.5% |
| YTD | +53.6% | -6.7% | +60.3% | +53.9% |
| 1Y | +41.9% | +20.2% | +21.7% | +42.1% |
| 3Y | +97.5% | +879.4% | -781.9% | +98.1% |
| 5Y | +65.0% | +415.3% | -350.3% | +65.9% |
| All | +188.1% | +2,100.8% | -1,912.7% | +194.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling