-98.3%
DFNS vs ADVB
+5.8%
-104.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.3% |
| 7D | -16.0% | -3.8% | -12.2% | -16.7% |
| 30D | -77.7% | +17.6% | -95.3% | -76.2% |
| 3M | -77.2% | +119.1% | -196.3% | -75.6% |
| 6M | -95.2% | +103.4% | -198.6% | -94.7% |
| YTD | -98.0% | +59.8% | -157.8% | -97.8% |
| 1Y | -98.3% | +8.5% | -106.8% | -98.1% |
| All | -98.3% | +5.8% | -104.1% | -98.1% |
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 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