+500.0%
APP vs DVA
+75.6%
+424.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.8% | +11.6% | +10.0% |
| 7D | +71.2% | +2.1% | +69.2% | +70.9% |
| 30D | +39.1% | +8.2% | +30.8% | +38.1% |
| 3M | +16.5% | +5.9% | +10.6% | +15.9% |
| 6M | -16.6% | -1.3% | -15.2% | -16.7% |
| YTD | -41.9% | +68.4% | -110.4% | -46.2% |
| 1Y | -37.0% | +57.5% | -94.5% | -41.0% |
| 3Y | +892.4% | +142.3% | +750.1% | +743.1% |
| 5Y | +297.3% | +75.0% | +222.3% | +245.1% |
| All | +500.0% | +75.6% | +424.4% | +400.0% |
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