-95.5%
ADVB vs DAR
+66.9%
-162.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +42.7% | +2.2% | +40.5% | +41.8% |
| 7D | +74.2% | +9.2% | +65.0% | +68.9% |
| 30D | -35.9% | -12.3% | -23.6% | -32.7% |
| 3M | -56.4% | -12.7% | -43.7% | -54.1% |
| 6M | -36.7% | -12.8% | -23.9% | -33.2% |
| YTD | -43.3% | +53.8% | -97.1% | -50.9% |
| 1Y | -63.4% | +60.3% | -123.7% | -68.8% |
| All | -95.5% | +66.9% | -162.4% | -96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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