+520.8%
APP vs DVA
+68.4%
+452.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | 0.0% | +2.1% |
| 7D | +48.9% | -4.8% | +53.7% | +49.6% |
| 30D | +49.4% | +0.9% | +48.5% | +49.3% |
| 3M | +27.0% | +2.9% | +24.1% | +26.7% |
| 6M | -15.4% | -7.8% | -7.6% | -15.1% |
| YTD | -39.9% | +61.5% | -101.4% | -44.1% |
| 1Y | -32.0% | +50.1% | -82.0% | -35.8% |
| 3Y | +824.3% | +121.1% | +703.2% | +697.3% |
| 5Y | +252.4% | +72.9% | +179.5% | +208.2% |
| All | +520.8% | +68.4% | +452.4% | +419.3% |
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