+26.9%
DD vs ADVB
-77.7%
+104.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | +1.1% |
| 7D | +4.6% | -13.9% | +18.5% | +4.7% |
| 30D | +11.8% | -68.1% | +79.9% | +12.1% |
| 3M | +2.2% | -73.4% | +75.5% | +2.5% |
| 6M | -1.6% | -70.8% | +69.2% | -2.6% |
| YTD | +23.0% | -66.1% | +89.1% | +23.0% |
| 1Y | +26.9% | -77.5% | +104.4% | +29.3% |
| All | +26.9% | -77.7% | +104.6% | +29.3% |
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