-0.2%
DASH vs ADVB
-97.5%
+97.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -0.1% |
| 7D | +0.4% | -13.9% | +14.3% | +0.2% |
| 30D | -6.0% | -68.1% | +62.1% | -7.6% |
| 3M | -15.8% | -73.4% | +57.6% | -17.2% |
| 6M | +7.0% | -70.8% | +77.8% | +3.8% |
| YTD | -20.7% | -66.1% | +45.4% | -23.2% |
| 1Y | -8.5% | -77.5% | +69.0% | -11.0% |
| All | -0.2% | -97.5% | +97.3% | +16.9% |
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