+107.2%
APA vs DVA
+62.2%
+45.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.8% | -12.6% | -6.6% |
| 7D | -13.0% | +4.7% | -17.7% | -12.7% |
| 30D | +2.0% | +7.8% | -5.8% | +2.4% |
| 3M | +24.9% | -15.5% | +40.4% | +24.8% |
| 6M | +7.2% | +25.0% | -17.9% | +10.4% |
| YTD | +87.1% | +69.6% | +17.5% | +88.1% |
| 1Y | +107.2% | +60.6% | +46.6% | +111.4% |
| All | +107.2% | +62.2% | +45.0% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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