+916.7%
APO vs DVA
+187.8%
+728.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -3.5% | -1.3% | -2.2% | -3.2% |
| 30D | -6.6% | 0.0% | -6.6% | -6.6% |
| 3M | -3.3% | -10.9% | +7.7% | -1.2% |
| 6M | +22.6% | +17.3% | +5.3% | +15.3% |
| YTD | -9.8% | +59.8% | -69.6% | -23.6% |
| 1Y | -3.9% | +36.3% | -40.1% | -14.6% |
| 3Y | +52.5% | +88.6% | -36.1% | +18.0% |
| 5Y | +134.0% | +47.5% | +86.5% | +89.8% |
| All | +916.7% | +187.8% | +728.9% | +536.7% |
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 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