+261.9%
DELL vs ADVB
-97.5%
+359.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +3.4% |
| 7D | -22.6% | -13.9% | -8.7% | -21.9% |
| 30D | -43.2% | -68.1% | +24.9% | -40.3% |
| 3M | -24.8% | -73.4% | +48.6% | -21.0% |
| 6M | +38.0% | -70.8% | +108.8% | +39.0% |
| YTD | +163.7% | -66.1% | +229.8% | +160.3% |
| 1Y | +122.5% | -77.5% | +200.0% | +124.7% |
| All | +261.9% | -97.5% | +359.5% | +351.2% |
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