-99.7%
DFNS vs ADVB
-77.7%
-22.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +4.2% | -16.4% | -10.7% |
| 7D | -44.0% | -13.9% | -30.1% | -47.5% |
| 30D | -69.1% | -68.1% | -1.0% | -80.7% |
| 3M | -95.6% | -73.4% | -22.2% | -97.5% |
| 6M | -96.2% | -70.8% | -25.4% | -98.1% |
| YTD | -99.6% | -66.1% | -33.5% | -99.8% |
| 1Y | -99.7% | -77.5% | -22.2% | -99.8% |
| All | -99.7% | -77.7% | -22.1% | -99.8% |
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