-46.5%
APTV vs DVA
+62.2%
-108.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.8% | -1.1% | +3.9% |
| 7D | -1.9% | +4.7% | -6.6% | -2.5% |
| 30D | -1.4% | +7.8% | -9.2% | -2.4% |
| 3M | -9.3% | -15.5% | +6.2% | -8.1% |
| 6M | -27.3% | +25.0% | -52.4% | -29.8% |
| YTD | -43.1% | +69.6% | -112.7% | -46.5% |
| 1Y | -46.5% | +60.6% | -107.1% | -47.3% |
| All | -46.5% | +62.2% | -108.7% | -47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling