-55.4%
APP vs DVA
+62.2%
-117.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.8% | +4.9% | +11.7% |
| 7D | +4.5% | +4.7% | -0.2% | +5.4% |
| 30D | -3.6% | +7.8% | -11.4% | -2.2% |
| 3M | -35.3% | -15.5% | -19.8% | -38.8% |
| 6M | -42.8% | +25.0% | -67.8% | -36.0% |
| YTD | -59.7% | +69.6% | -129.3% | -46.7% |
| 1Y | -55.4% | +60.6% | -115.9% | -43.0% |
| All | -55.4% | +62.2% | -117.5% | -43.0% |
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