-96.5%
ADVB vs DAR
+68.8%
-165.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +1.1% | -24.7% | -24.0% |
| 7D | +27.8% | +11.6% | +16.2% | +22.7% |
| 30D | -50.8% | -10.2% | -40.5% | -48.9% |
| 3M | -70.5% | -14.8% | -55.7% | -68.8% |
| 6M | -46.7% | -10.1% | -36.7% | -44.4% |
| YTD | -56.7% | +55.5% | -112.2% | -62.7% |
| 1Y | -71.8% | +61.7% | -133.4% | -76.0% |
| All | -96.5% | +68.8% | -165.3% | -97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling