-6.1%
DT vs ADVB
-88.8%
+82.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | -3.1% |
| 7D | -4.9% | -14.0% | +9.1% | -4.7% |
| 30D | +2.7% | +41.0% | -38.3% | +2.4% |
| 3M | +20.0% | +127.9% | -108.0% | +16.7% |
| 6M | +28.0% | +101.3% | -73.3% | +23.6% |
| YTD | +16.0% | +53.8% | -37.7% | +12.8% |
| 1Y | +0.7% | +4.4% | -3.7% | -2.1% |
| All | -6.1% | -88.8% | +82.6% | +11.0% |
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 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