-5.2%
DOW vs ADVB
-97.1%
+91.9%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +10.0% | -6.6% | +3.1% |
| 7D | -0.5% | +10.5% | -11.0% | -0.8% |
| 30D | +15.7% | -56.0% | +71.7% | +18.4% |
| 3M | +5.3% | -70.1% | +75.4% | +8.9% |
| 6M | -14.2% | -53.7% | +39.5% | -15.0% |
| YTD | +43.9% | -60.3% | +104.2% | +40.8% |
| 1Y | +53.1% | -73.1% | +126.2% | +53.5% |
| All | -5.2% | -97.1% | +91.9% | +15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling