-8.5%
DOW vs ADVB
-97.5%
+89.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -1.9% |
| 7D | -9.5% | -13.9% | +4.4% | -9.1% |
| 30D | +13.1% | -68.1% | +81.2% | +16.8% |
| 3M | +4.8% | -73.4% | +78.2% | +8.6% |
| 6M | -16.7% | -70.8% | +54.1% | -15.9% |
| YTD | +38.9% | -66.1% | +105.0% | +36.5% |
| 1Y | +48.3% | -77.5% | +125.8% | +49.5% |
| All | -8.5% | -97.5% | +89.0% | +11.8% |
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