-65.3%
AAOX vs ADVB
+122.3%
-187.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -3.8% | +15.0% | +10.4% |
| 7D | +15.2% | -14.0% | +29.2% | +11.9% |
| 30D | -40.3% | +41.0% | -81.3% | -34.9% |
| 3M | -81.2% | +127.9% | -209.1% | -72.5% |
| All | -65.3% | +122.3% | -187.6% | -53.0% |
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 · Available span rolling