+52.0%
AAPL vs ADVB
-97.1%
+149.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.0% | -7.9% | +2.0% |
| 7D | +1.8% | +10.5% | -8.7% | +1.7% |
| 30D | +4.3% | -56.0% | +60.3% | +4.7% |
| 3M | +16.6% | -70.1% | +86.8% | +17.3% |
| 6M | +21.6% | -53.7% | +75.3% | +21.9% |
| YTD | +31.2% | -60.3% | +91.4% | +31.4% |
| 1Y | +29.6% | -73.1% | +102.7% | +31.8% |
| All | +52.0% | -97.1% | +149.1% | +94.6% |
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 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