-48.1%
DOCS vs ADVB
-79.1%
+30.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.5% | +5.2% | -4.5% |
| 7D | -1.3% | -28.0% | +26.7% | -2.1% |
| 30D | +19.4% | -70.2% | +89.6% | +16.1% |
| 3M | +53.4% | -76.1% | +129.5% | +49.2% |
| 6M | +28.8% | -72.3% | +101.1% | +22.7% |
| YTD | -25.1% | -67.5% | +42.4% | -27.6% |
| 1Y | -48.1% | -78.6% | +30.4% | -47.2% |
| All | -48.1% | -79.1% | +30.9% | -47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling