-0.9%
AAL vs ADVB
-88.3%
+87.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.2% |
| 7D | -3.7% | -3.8% | 0.0% | -3.7% |
| 30D | -20.8% | +17.6% | -38.4% | -20.9% |
| 3M | -1.3% | +119.1% | -120.4% | -6.0% |
| 6M | +5.4% | +103.4% | -98.0% | -1.0% |
| YTD | -14.4% | +59.8% | -74.2% | -18.3% |
| 1Y | +2.1% | +8.5% | -6.4% | -1.6% |
| All | -0.9% | -88.3% | +87.4% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling