+51.9%
DOW vs ADVB
-76.7%
+128.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.5% | +1.3% | -3.2% |
| 7D | -4.2% | -29.5% | +25.3% | -3.8% |
| 30D | +14.7% | -66.9% | +81.6% | +16.7% |
| 3M | +9.1% | -73.7% | +82.8% | +11.2% |
| 6M | -17.7% | -64.8% | +47.1% | -17.3% |
| YTD | +44.6% | -64.0% | +108.7% | +44.7% |
| 1Y | +51.9% | -77.0% | +128.9% | +58.0% |
| All | +51.9% | -76.7% | +128.6% | +58.0% |
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