+143.3%
DELL vs ADVB
-76.7%
+220.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.5% | -4.3% | -8.6% |
| 7D | -24.6% | -29.5% | +4.9% | -23.4% |
| 30D | -32.5% | -66.9% | +34.4% | -29.7% |
| 3M | -20.2% | -73.7% | +53.5% | -16.8% |
| 6M | +76.5% | -64.8% | +141.2% | +74.0% |
| YTD | +198.9% | -64.0% | +263.0% | +188.3% |
| 1Y | +143.3% | -77.0% | +220.3% | +149.3% |
| All | +143.3% | -76.7% | +220.0% | +149.3% |
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