+179.9%
APTV vs DVA
+392.8%
-213.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -4.0% |
| 7D | +2.0% | +2.2% | -0.3% | +1.4% |
| 30D | -7.7% | -2.0% | -5.7% | -7.2% |
| 3M | -34.0% | -6.3% | -27.7% | -33.2% |
| 6M | -37.1% | +19.4% | -56.5% | -41.4% |
| YTD | -39.9% | +58.5% | -98.4% | -49.3% |
| 1Y | -44.4% | +33.9% | -78.3% | -50.6% |
| 3Y | -54.5% | +88.4% | -142.9% | -65.2% |
| 5Y | -69.1% | +39.5% | -108.6% | -74.8% |
| 10Y | -20.0% | +179.5% | -199.5% | -52.1% |
| All | +179.9% | +392.8% | -213.0% | +21.1% |
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 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