-32.5%
DECK vs ADVB
-97.4%
+64.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -4.5% | +10.5% | +5.9% |
| 7D | +10.4% | -29.5% | +39.9% | +10.1% |
| 30D | +11.1% | -66.9% | +78.0% | +10.2% |
| 3M | -10.8% | -73.7% | +62.9% | -11.7% |
| 6M | -8.7% | -64.8% | +56.0% | -10.0% |
| YTD | -14.0% | -64.0% | +50.0% | -15.2% |
| 1Y | +12.0% | -77.0% | +89.0% | +11.7% |
| All | -32.5% | -97.4% | +64.9% | -21.1% |
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