+8.7%
AA vs ADVB
-74.4%
+83.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.5% | +2.2% | +5.7% |
| 7D | +4.8% | -1.2% | +6.0% | +4.8% |
| 30D | -0.6% | -61.4% | +60.7% | +1.1% |
| 3M | -16.3% | -67.8% | +51.6% | -14.6% |
| 6M | -33.4% | -66.9% | +33.5% | -33.5% |
| YTD | -20.7% | -64.9% | +44.2% | -21.4% |
| All | +8.7% | -74.4% | +83.0% | +14.1% |
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