+281.5%
DELL vs ADVB
-97.4%
+379.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.5% | +1.9% | +5.2% |
| 7D | -11.8% | -1.2% | -10.6% | -11.7% |
| 30D | -40.8% | -61.4% | +20.6% | -38.3% |
| 3M | -23.6% | -67.8% | +44.2% | -20.4% |
| 6M | +33.4% | -66.9% | +100.2% | +34.0% |
| YTD | +178.0% | -64.9% | +242.9% | +173.9% |
| 1Y | +138.6% | -74.8% | +213.3% | +139.3% |
| All | +281.5% | -97.4% | +379.0% | +374.7% |
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