+391.7%
APP vs DVA
+68.9%
+322.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.1% |
| 7D | +0.9% | +1.8% | -1.0% | +0.7% |
| 30D | -23.3% | -2.5% | -20.8% | -23.1% |
| 3M | -42.6% | -4.3% | -38.4% | -42.6% |
| 6M | -33.6% | +18.9% | -52.5% | -34.9% |
| YTD | -52.4% | +61.9% | -114.4% | -55.7% |
| 1Y | -35.9% | +35.7% | -71.6% | -38.4% |
| 3Y | +642.2% | +78.6% | +563.6% | +565.8% |
| 5Y | +311.1% | +39.2% | +271.9% | +246.9% |
| All | +391.7% | +68.9% | +322.8% | +311.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling