+19.1%
AA vs ADVB
-97.6%
+116.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.5% | +4.2% | -5.1% |
| 7D | -3.7% | -28.0% | +24.3% | -2.9% |
| 30D | -10.8% | -70.2% | +59.4% | -8.2% |
| 3M | -19.1% | -76.1% | +57.0% | -16.5% |
| 6M | -38.7% | -72.3% | +33.6% | -38.4% |
| YTD | -27.1% | -67.5% | +40.3% | -28.5% |
| 1Y | +8.3% | -78.6% | +86.9% | +8.2% |
| All | +19.1% | -97.6% | +116.7% | +64.6% |
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