+527.5%
APP vs DVA
+60.2%
+467.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.9% |
| 7D | +4.6% | -8.8% | +13.3% | +5.5% |
| 30D | +56.0% | -3.4% | +59.4% | +56.6% |
| 3M | +30.8% | -2.6% | +33.4% | +31.2% |
| 6M | -9.8% | -11.9% | +2.1% | -9.0% |
| YTD | -39.3% | +53.6% | -92.9% | -43.2% |
| 1Y | -26.4% | +41.9% | -68.3% | -30.2% |
| 3Y | +887.9% | +97.5% | +790.4% | +767.8% |
| 5Y | +264.1% | +65.0% | +199.1% | +220.0% |
| All | +527.5% | +60.2% | +467.2% | +427.4% |
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