+42.5%
DE vs ADVB
-96.8%
+139.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -23.6% | +22.8% | -0.5% |
| 7D | +0.3% | +27.8% | -27.5% | -0.1% |
| 30D | +3.6% | -50.8% | +54.3% | +4.3% |
| 3M | +10.2% | -70.5% | +80.8% | +11.7% |
| 6M | +16.6% | -46.7% | +63.3% | +16.1% |
| YTD | +45.8% | -56.7% | +102.5% | +44.8% |
| 1Y | +43.9% | -71.8% | +115.7% | +43.8% |
| All | +42.5% | -96.8% | +139.4% | +58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling