-99.9%
DFNS vs ADVB
-97.6%
-2.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -9.5% | -10.1% | -22.1% |
| 7D | -37.4% | -28.0% | -9.4% | -43.1% |
| 30D | -65.8% | -70.2% | +4.4% | -76.1% |
| 3M | -95.0% | -76.1% | -18.9% | -96.7% |
| 6M | -95.8% | -72.3% | -23.5% | -97.4% |
| YTD | -99.5% | -67.5% | -32.1% | -99.7% |
| 1Y | -99.7% | -78.6% | -21.2% | -99.8% |
| All | -99.9% | -97.6% | -2.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling