+48.1%
APA vs DVA
+105.9%
-57.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.6% |
| 7D | +8.5% | -8.8% | +17.3% | +9.1% |
| 30D | +2.8% | -3.4% | +6.2% | +2.8% |
| 3M | +21.7% | -2.6% | +24.3% | +21.6% |
| 6M | +32.6% | -11.9% | +44.5% | +33.6% |
| YTD | +103.7% | +53.6% | +50.1% | +88.9% |
| 1Y | +101.8% | +41.9% | +59.9% | +90.0% |
| 3Y | +48.1% | +97.5% | -49.5% | +18.1% |
| All | +48.1% | +105.9% | -57.9% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling