+58.5%
DAL vs ADVB
-97.6%
+156.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.5% | +5.2% | -4.3% |
| 7D | +4.6% | -28.0% | +32.6% | +4.7% |
| 30D | +2.3% | -70.2% | +72.5% | +3.0% |
| 3M | -8.1% | -76.1% | +68.0% | -7.4% |
| 6M | +21.4% | -72.3% | +93.7% | +20.6% |
| YTD | +24.3% | -67.5% | +91.8% | +22.7% |
| 1Y | +47.4% | -78.6% | +125.9% | +49.2% |
| All | +58.5% | -97.6% | +156.1% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 3y: compounded portfolio wealth divided by compounded ADVB 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…
3y analysis · Full analysis span regression · 6 months rolling