-3.4%
DOW vs ADVB
-95.9%
+92.5%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +42.7% | -40.8% | +0.6% |
| 7D | +3.7% | +74.2% | -70.6% | +1.7% |
| 30D | +16.3% | -35.9% | +52.1% | +17.3% |
| 3M | +9.7% | -56.4% | +66.1% | +11.9% |
| 6M | -14.1% | -36.7% | +22.6% | -15.8% |
| YTD | +46.6% | -43.3% | +89.9% | +41.6% |
| 1Y | +56.8% | -63.4% | +120.2% | +55.7% |
| All | -3.4% | -95.9% | +92.5% | +16.0% |
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 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