+506.6%
APP vs DVA
+64.6%
+442.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.4% | -0.2% | -3.2% |
| 7D | +61.1% | -1.6% | +62.7% | +61.4% |
| 30D | +42.8% | 0.0% | +42.7% | +42.8% |
| 3M | +16.7% | -2.4% | +19.1% | +16.9% |
| 6M | -15.6% | -9.8% | -5.8% | -15.1% |
| YTD | -41.3% | +57.8% | -99.1% | -45.2% |
| 1Y | -39.3% | +49.2% | -88.5% | -42.8% |
| 3Y | +803.2% | +116.0% | +687.2% | +680.8% |
| 5Y | +313.2% | +68.5% | +244.7% | +262.0% |
| All | +506.6% | +64.6% | +442.0% | +408.5% |
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