+495.4%
APA vs DVA
+5,194.7%
-4,699.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.4% |
| 7D | +0.5% | +1.8% | -1.3% | +0.2% |
| 30D | +23.4% | -2.5% | +25.9% | +23.8% |
| 3M | +12.7% | -4.3% | +16.9% | +13.0% |
| 6M | +39.4% | +18.9% | +20.6% | +33.7% |
| YTD | +79.0% | +61.9% | +17.0% | +61.6% |
| 1Y | +88.8% | +35.7% | +53.1% | +75.5% |
| 3Y | +6.4% | +78.6% | -72.3% | -7.4% |
| 5Y | +153.0% | +39.2% | +113.8% | +125.4% |
| 10Y | +7.5% | +184.0% | -176.5% | -15.3% |
| All | +495.4% | +5,194.7% | -4,699.3% | +282.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling