-97.2%
AAOX vs ADVB
-35.2%
-62.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +42.7% | -53.7% | -7.8% |
| 7D | +22.0% | +74.2% | -52.2% | +28.0% |
| 30D | -76.8% | -35.9% | -41.0% | -79.0% |
| 3M | -90.7% | -56.4% | -34.3% | -92.0% |
| 6M | -97.2% | -36.7% | -60.5% | -97.0% |
| All | -97.2% | -35.2% | -62.0% | -97.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling