+2.4%
DXCM vs ADVB
-95.9%
+98.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +42.7% | -41.4% | +1.4% |
| 7D | -3.6% | +74.2% | -77.8% | -3.5% |
| 30D | -4.3% | -35.9% | +31.5% | -4.3% |
| 3M | -10.4% | -56.4% | +46.1% | -10.4% |
| 6M | +33.1% | -36.7% | +69.8% | +29.7% |
| YTD | +22.6% | -43.3% | +66.0% | +18.7% |
| 1Y | +36.5% | -63.4% | +99.9% | +35.8% |
| All | +2.4% | -95.9% | +98.2% | +15.9% |
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