+37.0%
DD vs ADVB
-88.3%
+125.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.4% |
| 7D | -3.5% | -3.8% | +0.3% | -3.5% |
| 30D | -10.3% | +17.6% | -27.9% | -10.5% |
| 3M | -7.5% | +119.1% | -126.7% | -10.0% |
| 6M | -8.0% | +103.4% | -111.4% | -11.1% |
| YTD | +10.5% | +59.8% | -49.4% | +7.5% |
| 1Y | +38.3% | +8.5% | +29.7% | +35.0% |
| All | +37.0% | -88.3% | +125.3% | +65.0% |
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