+50,973.7%
APH vs DVA
+5,406.5%
+45,567.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +4.4% |
| 7D | -5.9% | +2.1% | -8.0% | -6.3% |
| 30D | -14.8% | +8.2% | -23.0% | -16.0% |
| 3M | -12.4% | +5.9% | -18.3% | -13.5% |
| 6M | +8.1% | -1.3% | +9.4% | +7.3% |
| YTD | +10.9% | +68.4% | -57.5% | +0.6% |
| 1Y | +8.8% | +57.5% | -48.7% | -0.4% |
| 3Y | +262.1% | +142.3% | +119.8% | +205.5% |
| 5Y | +283.1% | +75.0% | +208.2% | +231.9% |
| 10Y | +908.1% | +226.4% | +681.7% | +680.1% |
| All | +50,973.7% | +5,406.5% | +45,567.2% | +30,218.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling