+46.4%
DE vs ADVB
-73.0%
+119.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.0% | -9.4% | +0.5% |
| 7D | +2.3% | +10.5% | -8.2% | +2.1% |
| 30D | +9.3% | -56.0% | +65.4% | +10.3% |
| 3M | +12.2% | -70.1% | +82.4% | +13.5% |
| 6M | +18.1% | -53.7% | +71.8% | +18.0% |
| YTD | +49.8% | -60.3% | +110.0% | +48.8% |
| 1Y | +46.4% | -73.1% | +119.5% | +46.8% |
| All | +46.4% | -73.0% | +119.4% | +46.8% |
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