-87.2%
ADVB vs DAR
+96.5%
-183.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -3.8% | +1.4% | -5.1% | -4.1% |
| 30D | +17.6% | +12.8% | +4.8% | +13.7% |
| 3M | +119.1% | +7.4% | +111.8% | +115.5% |
| 6M | +103.4% | +22.3% | +81.1% | +91.3% |
| YTD | +59.8% | +81.1% | -21.2% | +30.5% |
| 1Y | +8.5% | +106.5% | -97.9% | -17.5% |
| All | -87.2% | +96.5% | -183.7% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling