+60.6%
DVA vs ADVB
-76.7%
+137.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.5% | +10.3% | +5.7% |
| 7D | +4.7% | -29.5% | +34.3% | +4.5% |
| 30D | +7.8% | -66.9% | +74.7% | +7.0% |
| 3M | -15.5% | -73.7% | +58.2% | -16.2% |
| 6M | +25.0% | -64.8% | +89.8% | +25.1% |
| YTD | +69.6% | -64.0% | +133.6% | +70.5% |
| 1Y | +60.6% | -77.0% | +137.6% | +63.1% |
| All | +60.6% | -76.7% | +137.3% | +63.1% |
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