-92.1%
AAOX vs ADVB
-48.0%
-44.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | -4.5% | -10.4% | -15.5% |
| 7D | -50.3% | -29.5% | -20.7% | -53.2% |
| 30D | -79.8% | -66.9% | -13.0% | -83.5% |
| 3M | -85.9% | -73.7% | -12.2% | -88.6% |
| 6M | -95.7% | -64.8% | -30.9% | -95.5% |
| All | -92.1% | -48.0% | -44.1% | -91.8% |
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