+35.4%
DD vs ADVB
-76.7%
+112.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.8% | -1.8% |
| 7D | +8.7% | -29.5% | +38.2% | +8.8% |
| 30D | +15.3% | -66.9% | +82.2% | +15.6% |
| 3M | +5.9% | -73.7% | +79.6% | +6.2% |
| 6M | +11.6% | -64.8% | +76.3% | +10.3% |
| YTD | +26.5% | -64.0% | +90.6% | +26.6% |
| 1Y | +35.4% | -77.0% | +112.4% | +37.4% |
| All | +35.4% | -76.7% | +112.1% | +37.4% |
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