+169.3%
APD vs DVA
+187.5%
-18.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | -5.1% | +1.7% | -6.7% | -5.4% |
| 3M | +6.9% | -8.7% | +15.5% | +8.2% |
| 6M | +8.1% | +19.7% | -11.6% | +2.8% |
| YTD | +21.2% | +59.6% | -38.4% | +7.8% |
| 1Y | +4.9% | +37.1% | -32.2% | -3.7% |
| 3Y | +6.3% | +89.8% | -83.5% | -10.8% |
| 5Y | +24.3% | +47.4% | -23.1% | +8.0% |
| All | +169.3% | +187.5% | -18.2% | +94.5% |
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 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