+82.0%
DG vs ADVB
-97.5%
+179.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.2% | -7.3% | -3.0% |
| 7D | +1.1% | -13.9% | +15.0% | +1.0% |
| 30D | +9.5% | -68.1% | +77.6% | +8.9% |
| 3M | +5.5% | -73.4% | +78.9% | +4.9% |
| 6M | +16.1% | -70.8% | +86.9% | +14.5% |
| YTD | +2.7% | -66.1% | +68.8% | +0.7% |
| 1Y | +42.1% | -77.5% | +119.6% | +40.8% |
| All | +82.0% | -97.5% | +179.5% | +80.0% |
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 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