+42.1%
DE vs ADVB
-97.5%
+139.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -3.0% | +1.2% |
| 7D | -0.6% | -13.9% | +13.3% | -0.4% |
| 30D | +2.3% | -68.1% | +70.4% | +3.6% |
| 3M | +9.5% | -73.4% | +82.9% | +11.1% |
| 6M | +14.1% | -70.8% | +84.9% | +14.6% |
| YTD | +45.4% | -66.1% | +111.5% | +45.0% |
| 1Y | +42.9% | -77.5% | +120.4% | +43.3% |
| All | +42.1% | -97.5% | +139.6% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling