-99.9%
DFNS vs ADVB
-95.9%
-4.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +42.7% | -62.0% | -8.1% |
| 7D | -12.7% | +74.2% | -86.9% | +4.8% |
| 30D | -65.2% | -35.9% | -29.4% | -69.0% |
| 3M | -94.6% | -56.4% | -38.1% | -95.7% |
| 6M | -96.2% | -36.7% | -59.5% | -97.2% |
| YTD | -99.6% | -43.3% | -56.3% | -99.7% |
| 1Y | -99.7% | -63.4% | -36.3% | -99.8% |
| All | -99.9% | -95.9% | -4.0% | -99.9% |
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