+640.8%
APP vs DVA
+88.7%
+552.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.5% | -2.7% |
| 7D | +0.1% | +2.2% | -2.1% | +0.2% |
| 30D | -10.0% | -2.0% | -8.0% | -10.1% |
| 3M | -44.6% | -6.3% | -38.4% | -44.7% |
| 6M | -37.9% | +19.4% | -57.3% | -37.0% |
| YTD | -53.7% | +58.5% | -112.2% | -53.4% |
| 1Y | -43.0% | +33.9% | -76.8% | -41.3% |
| 3Y | +640.8% | +88.4% | +552.3% | +650.6% |
| All | +640.8% | +88.7% | +552.1% | +650.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling