+33.9%
DVA vs ADVB
+10.9%
+23.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -2.2% |
| 7D | +2.2% | -14.0% | +16.2% | +2.0% |
| 30D | -2.0% | +41.0% | -43.0% | -1.4% |
| 3M | -6.3% | +127.9% | -134.2% | -3.8% |
| 6M | +19.4% | +101.3% | -81.9% | +23.6% |
| YTD | +58.5% | +53.8% | +4.7% | +62.7% |
| 1Y | +33.9% | +4.4% | +29.4% | +35.5% |
| All | +33.9% | +10.9% | +23.0% | +35.5% |
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 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