+291.1%
APH vs DVA
+85.7%
+205.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.9% |
| 7D | +5.0% | +1.8% | +3.1% | +5.0% |
| 30D | -3.9% | -2.5% | -1.4% | -3.9% |
| 3M | +13.0% | -4.3% | +17.2% | +12.7% |
| 6M | +25.2% | +18.9% | +6.3% | +24.6% |
| YTD | +22.9% | +61.9% | -39.0% | +21.2% |
| 1Y | +47.8% | +35.7% | +12.1% | +47.1% |
| All | +291.1% | +85.7% | +205.3% | +286.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling