+1,804.4%
APO vs DVA
+341.5%
+1,462.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.0% |
| 7D | -1.0% | +1.8% | -2.8% | -1.5% |
| 30D | +3.5% | -2.5% | +6.0% | +4.1% |
| 3M | +4.5% | -4.3% | +8.8% | +4.9% |
| 6M | +22.8% | +18.9% | +3.9% | +14.1% |
| YTD | -6.5% | +61.9% | -68.4% | -22.5% |
| 1Y | +0.8% | +35.7% | -34.9% | -11.6% |
| 3Y | +62.0% | +78.6% | -16.7% | +24.4% |
| 5Y | +138.2% | +39.2% | +99.0% | +92.9% |
| 10Y | +940.3% | +184.0% | +756.2% | +503.0% |
| All | +1,804.4% | +341.5% | +1,462.9% | +777.1% |
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 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