+362.6%
APH vs DVA
+46.8%
+315.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +1.4% | -1.3% | +2.7% | +1.5% |
| 30D | -1.2% | 0.0% | -1.3% | -1.3% |
| 3M | +10.3% | -10.9% | +21.2% | +10.7% |
| 6M | +25.2% | +17.3% | +7.9% | +22.9% |
| YTD | +24.6% | +59.8% | -35.2% | +18.3% |
| 1Y | +41.4% | +36.3% | +5.2% | +36.6% |
| 3Y | +297.8% | +88.6% | +209.2% | +262.4% |
| All | +362.6% | +46.8% | +315.8% | +356.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling