+367.9%
APP vs DVA
+68.0%
+299.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.9% | -2.4% |
| 7D | -4.4% | +2.0% | -6.4% | -4.5% |
| 30D | -10.0% | -0.4% | -9.6% | -10.0% |
| 3M | -41.4% | -7.7% | -33.8% | -41.2% |
| 6M | -41.0% | +20.0% | -61.0% | -42.2% |
| YTD | -54.7% | +61.1% | -115.8% | -57.8% |
| 1Y | -45.3% | +33.9% | -79.2% | -47.3% |
| 3Y | +624.3% | +91.5% | +532.7% | +539.0% |
| 5Y | +329.1% | +41.8% | +287.3% | +263.3% |
| All | +367.9% | +68.0% | +299.9% | +291.5% |
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