+55.4%
DGX vs ADVB
-97.1%
+152.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.0% | -9.9% | 0.0% |
| 7D | +1.2% | +10.5% | -9.3% | +1.1% |
| 30D | +11.2% | -56.0% | +67.2% | +11.7% |
| 3M | +9.3% | -70.1% | +79.5% | +10.0% |
| 6M | +37.4% | -53.7% | +91.0% | +38.6% |
| YTD | +51.6% | -60.3% | +111.9% | +52.9% |
| 1Y | +39.3% | -73.1% | +112.4% | +41.2% |
| All | +55.4% | -97.1% | +152.5% | +67.9% |
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 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