+192.8%
APD vs DVA
+192.4%
+0.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.1% | +5.5% | +1.3% |
| 7D | +2.2% | -10.7% | +12.8% | +4.3% |
| 30D | +9.4% | -4.4% | +13.8% | +10.1% |
| 3M | +4.7% | -4.1% | +8.8% | +5.1% |
| 6M | +5.5% | -13.2% | +18.7% | +7.4% |
| YTD | +31.4% | +53.2% | -21.8% | +17.2% |
| 1Y | +24.1% | +40.8% | -16.7% | +12.8% |
| 3Y | +28.8% | +109.7% | -81.0% | +5.6% |
| 5Y | +15.8% | +64.5% | -48.7% | -3.2% |
| All | +192.8% | +192.4% | +0.4% | +109.6% |
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