-94.4%
AAOX vs ADVB
-49.3%
-45.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.5% | +5.4% | +9.3% |
| 7D | -35.9% | -1.2% | -34.7% | -36.5% |
| 30D | -81.6% | -61.4% | -20.2% | -84.6% |
| 3M | -90.3% | -67.8% | -22.5% | -92.0% |
| 6M | -95.7% | -66.9% | -28.8% | -95.6% |
| All | -94.4% | -49.3% | -45.1% | -94.2% |
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