-26.3%
APH vs DVA
+35.1%
-61.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +4.5% | -52.3% | -47.1% |
| 7D | -48.7% | +2.9% | -51.6% | -48.0% |
| 30D | -51.9% | -2.5% | -49.4% | -51.5% |
| 3M | -43.6% | -4.3% | -39.3% | -43.1% |
| 6M | -37.5% | +18.9% | -56.4% | -36.0% |
| YTD | -38.6% | +61.9% | -100.6% | -35.8% |
| 1Y | -26.3% | +35.7% | -62.1% | -21.3% |
| All | -26.3% | +35.1% | -61.5% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling