-68.8%
APTV vs DVA
+40.8%
-109.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.8% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -7.9% | +1.7% | -9.6% | -8.2% |
| 3M | -29.9% | -8.7% | -21.3% | -29.0% |
| 6M | -36.6% | +19.7% | -56.2% | -39.6% |
| YTD | -40.0% | +59.6% | -99.6% | -46.7% |
| 1Y | -44.0% | +37.1% | -81.1% | -48.6% |
| 3Y | -54.5% | +89.8% | -144.3% | -62.0% |
| 5Y | -68.8% | +47.4% | -116.2% | -72.1% |
| All | -68.8% | +40.8% | -109.6% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling