+18.3%
DUK vs ADVB
-97.4%
+115.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.3% | +0.6% |
| 7D | +1.9% | -4.1% | +6.0% | +1.9% |
| 30D | +10.5% | -60.3% | +70.8% | +11.2% |
| 3M | +7.3% | -73.3% | +80.7% | +8.3% |
| 6M | +5.7% | -65.9% | +71.6% | +6.0% |
| YTD | +12.9% | -63.9% | +76.8% | +12.7% |
| 1Y | +8.6% | -74.1% | +82.7% | +8.7% |
| All | +18.3% | -97.4% | +115.7% | +23.7% |
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