+24.4%
DVA vs ADVB
-96.8%
+121.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -23.6% | +23.8% | 0.0% |
| 7D | -8.8% | +27.8% | -36.6% | -8.5% |
| 30D | -3.4% | -50.8% | +47.4% | -3.4% |
| 3M | -2.6% | -70.5% | +67.9% | -2.7% |
| 6M | -11.9% | -46.7% | +34.9% | -12.0% |
| YTD | +53.6% | -56.7% | +110.3% | +53.5% |
| 1Y | +41.9% | -71.8% | +113.6% | +42.2% |
| All | +24.4% | -96.8% | +121.2% | +33.6% |
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