+72.9%
DVA vs ALM
+456.2%
-383.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.4% |
| 7D | -4.8% | -7.2% | +2.4% | -4.7% |
| 30D | +0.9% | -26.4% | +27.3% | +1.2% |
| 3M | +2.9% | -38.6% | +41.5% | +3.2% |
| 6M | -7.8% | -61.0% | +53.2% | -7.1% |
| YTD | +61.5% | -7.4% | +68.9% | +62.4% |
| 1Y | +50.1% | +14.0% | +36.1% | +51.2% |
| 3Y | +121.1% | +844.4% | -723.3% | +130.2% |
| 5Y | +72.9% | +410.8% | -337.9% | +85.1% |
| All | +72.9% | +456.2% | -383.3% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling