-18.4%
APTV vs DVA
+187.8%
-206.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -5.0% | -1.3% | -3.7% | -4.7% |
| 30D | -6.1% | 0.0% | -6.1% | -6.1% |
| 3M | -33.0% | -10.9% | -22.1% | -31.4% |
| 6M | -35.2% | +17.3% | -52.5% | -38.9% |
| YTD | -40.1% | +59.8% | -100.0% | -48.8% |
| 1Y | -45.6% | +36.3% | -81.9% | -51.3% |
| 3Y | -54.4% | +88.6% | -143.0% | -64.1% |
| 5Y | -68.9% | +47.5% | -116.4% | -74.5% |
| All | -18.4% | +187.8% | -206.2% | -45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling