+13.3%
DIS vs ADVB
-97.6%
+110.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.5% | +8.1% | -1.5% |
| 7D | +5.7% | -28.0% | +33.7% | +5.5% |
| 30D | +12.7% | -70.2% | +82.9% | +11.9% |
| 3M | +15.2% | -76.1% | +91.3% | +14.3% |
| 6M | +17.6% | -72.3% | +89.9% | +16.5% |
| YTD | +3.8% | -67.5% | +71.3% | +2.7% |
| 1Y | +6.8% | -78.6% | +85.3% | +6.4% |
| All | +13.3% | -97.6% | +110.9% | +19.8% |
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