+49.0%
AAPL vs ADVB
-97.4%
+146.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -0.6% |
| 7D | +5.0% | -4.1% | +9.1% | +5.0% |
| 30D | +3.5% | -60.3% | +63.8% | +4.0% |
| 3M | +13.1% | -73.3% | +86.4% | +13.8% |
| 6M | +19.0% | -65.9% | +84.9% | +19.8% |
| YTD | +28.5% | -63.9% | +92.4% | +28.9% |
| 1Y | +29.7% | -74.1% | +103.8% | +31.7% |
| All | +49.0% | -97.4% | +146.4% | +90.9% |
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