-3.1%
DT vs ADVB
-88.3%
+85.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -3.3% | -3.8% | +0.5% | -3.3% |
| 30D | +2.0% | +17.6% | -15.5% | +1.8% |
| 3M | +20.0% | +119.1% | -99.1% | +16.9% |
| 6M | +39.3% | +103.4% | -64.1% | +34.5% |
| YTD | +19.8% | +59.8% | -40.1% | +16.4% |
| 1Y | +4.3% | +8.5% | -4.3% | +1.4% |
| All | -3.1% | -88.3% | +85.2% | +14.5% |
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