-5.7%
DT vs ADVB
-77.7%
+72.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -0.6% |
| 7D | -24.7% | -13.9% | -10.8% | -24.6% |
| 30D | -27.4% | -68.1% | +40.7% | -26.8% |
| 3M | -11.1% | -73.4% | +62.3% | -10.3% |
| 6M | +13.7% | -70.8% | +84.5% | +12.3% |
| YTD | +0.2% | -66.1% | +66.3% | -0.8% |
| 1Y | -5.7% | -77.5% | +71.8% | -4.3% |
| All | -5.7% | -77.7% | +72.0% | -4.3% |
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