+97.9%
APA vs DVA
+33.5%
+64.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +9.6% | +1.7% | +7.9% | +9.7% |
| 3M | +18.0% | -8.7% | +26.7% | +18.8% |
| 6M | +41.9% | +19.7% | +22.2% | +44.3% |
| YTD | +86.3% | +59.6% | +26.7% | +83.7% |
| 1Y | +97.9% | +37.1% | +60.8% | +97.5% |
| All | +97.9% | +33.5% | +64.3% | +97.5% |
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