-3.9%
APO vs DVA
+36.3%
-40.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -3.5% | -1.3% | -2.2% | -3.6% |
| 30D | -6.6% | 0.0% | -6.6% | -6.6% |
| 3M | -3.3% | -10.9% | +7.7% | -3.3% |
| 6M | +22.6% | +17.3% | +5.3% | +24.7% |
| YTD | -9.8% | +59.8% | -69.6% | -7.4% |
| 1Y | -3.9% | +36.3% | -40.1% | +2.6% |
| All | -3.9% | +36.3% | -40.2% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling