+55.9%
DGX vs ADVB
-97.4%
+153.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -2.0% | +1.6% |
| 7D | +3.5% | -1.2% | +4.7% | +3.5% |
| 30D | +12.4% | -61.4% | +73.8% | +13.0% |
| 3M | +9.3% | -67.8% | +77.2% | +9.9% |
| 6M | +39.7% | -66.9% | +106.5% | +41.2% |
| YTD | +52.2% | -64.9% | +117.1% | +53.6% |
| 1Y | +47.1% | -74.8% | +121.8% | +49.1% |
| All | +55.9% | -97.4% | +153.4% | +68.6% |
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