+26.4%
APD vs DVA
+39.4%
-13.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -0.9% |
| 7D | -2.5% | +2.2% | -4.7% | -2.8% |
| 30D | -1.9% | -2.0% | +0.1% | -1.7% |
| 3M | +8.2% | -6.3% | +14.5% | +8.7% |
| 6M | +10.7% | +19.4% | -8.7% | +7.4% |
| YTD | +22.9% | +58.5% | -35.6% | +14.1% |
| 1Y | +5.8% | +33.9% | -28.1% | +0.4% |
| 3Y | +7.8% | +88.4% | -80.7% | -1.7% |
| All | +26.4% | +39.4% | -13.0% | +20.3% |
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 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