+46.4%
AAPL vs ADVB
-97.5%
+143.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -0.5% |
| 7D | -0.7% | -13.9% | +13.3% | -0.6% |
| 30D | +1.7% | -68.1% | +69.8% | +2.3% |
| 3M | +9.7% | -73.4% | +83.1% | +10.4% |
| 6M | +19.3% | -70.8% | +90.1% | +20.2% |
| YTD | +26.3% | -66.1% | +92.4% | +26.7% |
| 1Y | +27.4% | -77.5% | +104.9% | +29.8% |
| All | +46.4% | -97.5% | +143.9% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling