+103.4%
ADVB vs DAR
+21.5%
+81.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | -3.8% | +1.4% | -5.1% | -4.1% |
| 30D | +17.6% | +12.8% | +4.8% | +14.2% |
| 3M | +119.1% | +7.4% | +111.8% | +113.7% |
| 6M | +103.4% | +22.3% | +81.1% | +114.3% |
| All | +103.4% | +21.5% | +81.9% | +114.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling