+87.8%
DG vs ADVB
-97.6%
+185.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.5% | +7.0% | -2.6% |
| 7D | +6.1% | -28.0% | +34.1% | +5.9% |
| 30D | +11.9% | -70.2% | +82.2% | +11.3% |
| 3M | +9.3% | -76.1% | +85.3% | +8.6% |
| 6M | +19.1% | -72.3% | +91.4% | +17.4% |
| YTD | +5.9% | -67.5% | +73.4% | +3.9% |
| 1Y | +39.8% | -78.6% | +118.4% | +38.5% |
| All | +87.8% | -97.6% | +185.4% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling