-11.1%
DASH vs ADVB
-73.0%
+61.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.0% | -9.9% | +0.3% |
| 7D | -10.2% | +10.5% | -20.7% | -10.0% |
| 30D | -8.2% | -56.0% | +47.8% | -10.1% |
| 3M | -15.9% | -70.1% | +54.2% | -18.4% |
| 6M | +13.3% | -53.7% | +67.0% | +9.1% |
| YTD | -21.3% | -60.3% | +39.0% | -24.2% |
| 1Y | -11.1% | -73.1% | +62.0% | -16.4% |
| All | -11.1% | -73.0% | +61.9% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling