+86.0%
DG vs ADVB
-97.4%
+183.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +2.2% |
| 7D | +0.7% | -1.2% | +1.9% | +0.7% |
| 30D | +7.4% | -61.4% | +68.8% | +6.9% |
| 3M | +8.5% | -67.8% | +76.3% | +8.1% |
| 6M | +21.9% | -66.9% | +88.7% | +20.0% |
| YTD | +4.9% | -64.9% | +69.8% | +3.0% |
| 1Y | +40.4% | -74.8% | +115.2% | +38.9% |
| All | +86.0% | -97.4% | +183.4% | +84.0% |
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