-47.4%
DOCS vs ADVB
-97.4%
+49.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.5% | +10.9% | +6.3% |
| 7D | +1.2% | -29.5% | +30.8% | +0.7% |
| 30D | +21.3% | -66.9% | +88.2% | +19.3% |
| 3M | +58.4% | -73.7% | +132.1% | +55.8% |
| 6M | +39.3% | -64.8% | +104.1% | +35.4% |
| YTD | -21.7% | -64.0% | +42.3% | -23.8% |
| 1Y | -47.3% | -77.0% | +29.6% | -48.4% |
| All | -47.4% | -97.4% | +49.9% | -39.7% |
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