+175.6%
APA vs DVA
+41.6%
+134.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.3% | +2.7% |
| 7D | +0.3% | +2.0% | -1.7% | 0.0% |
| 30D | +9.3% | -0.4% | +9.7% | +9.3% |
| 3M | +23.3% | -7.7% | +31.0% | +24.4% |
| 6M | +39.5% | +20.0% | +19.5% | +34.5% |
| YTD | +87.6% | +61.1% | +26.5% | +70.4% |
| 1Y | +114.2% | +33.9% | +80.4% | +101.2% |
| 3Y | +13.6% | +91.5% | -78.0% | -2.2% |
| 5Y | +175.6% | +41.8% | +133.8% | +177.1% |
| All | +175.6% | +41.6% | +134.0% | +177.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling