+25.4%
AA vs ADVB
-95.9%
+121.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +42.7% | -44.1% | -2.5% |
| 7D | +5.3% | +74.2% | -68.9% | +3.6% |
| 30D | -2.3% | -35.9% | +33.6% | -1.6% |
| 3M | -20.8% | -56.4% | +35.6% | -19.6% |
| 6M | -39.8% | -36.7% | -3.1% | -41.2% |
| YTD | -23.3% | -43.3% | +20.0% | -25.9% |
| 1Y | +1.8% | -63.4% | +65.2% | +0.2% |
| All | +25.4% | -95.9% | +121.2% | +70.5% |
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 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