+1,062.4%
APH vs DVA
+186.3%
+876.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.8% |
| 7D | +1.6% | +2.0% | -0.4% | +1.3% |
| 30D | -3.0% | -0.4% | -2.6% | -3.0% |
| 3M | +5.7% | -7.7% | +13.4% | +6.4% |
| 6M | +20.0% | +20.0% | 0.0% | +14.8% |
| YTD | +20.8% | +61.1% | -40.3% | +8.4% |
| 1Y | +40.2% | +33.9% | +6.4% | +30.3% |
| 3Y | +288.1% | +91.5% | +196.6% | +223.2% |
| 5Y | +352.5% | +41.8% | +310.8% | +296.0% |
| 10Y | +1,062.4% | +187.5% | +874.9% | +739.8% |
| All | +1,062.4% | +186.3% | +876.1% | +739.8% |
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