+2,445.9%
APD vs DVA
+5,194.7%
-2,748.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | -2.2% | +1.8% | -4.0% | -2.5% |
| 30D | +2.1% | -2.5% | +4.6% | +2.4% |
| 3M | +7.2% | -4.3% | +11.4% | +7.5% |
| 6M | +11.2% | +18.9% | -7.6% | +7.2% |
| YTD | +24.4% | +61.9% | -37.6% | +13.5% |
| 1Y | +6.7% | +35.7% | -29.1% | +0.1% |
| 3Y | +9.2% | +78.6% | -69.4% | -3.3% |
| 5Y | +27.4% | +39.2% | -11.9% | +14.7% |
| 10Y | +164.8% | +184.0% | -19.2% | +108.6% |
| All | +2,445.9% | +5,194.7% | -2,748.8% | +1,510.6% |
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 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