+955.2%
APH vs DVA
+197.6%
+757.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.4% | -0.4% |
| 7D | -5.0% | -1.6% | -3.4% | -5.0% |
| 30D | -8.4% | 0.0% | -8.4% | -8.7% |
| 3M | -4.5% | -2.4% | -2.1% | -4.7% |
| 6M | +25.3% | -9.8% | +35.0% | +25.9% |
| YTD | +18.9% | +57.8% | -38.9% | +6.4% |
| 1Y | +11.9% | +49.2% | -37.3% | +1.2% |
| 3Y | +278.0% | +116.0% | +161.9% | +205.6% |
| 5Y | +306.4% | +68.5% | +237.9% | +235.8% |
| 10Y | +955.2% | +198.9% | +756.3% | +654.0% |
| All | +955.2% | +197.6% | +757.6% | +654.0% |
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