-4.1%
APA vs DVA
+187.5%
-191.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +9.6% | +1.7% | +7.9% | +9.0% |
| 3M | +18.0% | -8.7% | +26.7% | +19.9% |
| 6M | +41.9% | +19.7% | +22.2% | +32.3% |
| YTD | +86.3% | +59.6% | +26.7% | +57.8% |
| 1Y | +97.9% | +37.1% | +60.8% | +75.1% |
| 3Y | +12.8% | +89.8% | -77.0% | -13.7% |
| 5Y | +177.2% | +47.4% | +129.8% | +123.0% |
| All | -4.1% | +187.5% | -191.6% | -34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling