+80.9%
ADI vs ADVB
-97.4%
+178.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.5% | +5.0% | +8.5% |
| 7D | -4.4% | -1.2% | -3.2% | -4.4% |
| 30D | -2.8% | -61.4% | +58.6% | -1.9% |
| 3M | +1.5% | -67.8% | +69.3% | +2.5% |
| 6M | -4.7% | -66.9% | +62.2% | -5.4% |
| YTD | +46.8% | -64.9% | +111.7% | +44.7% |
| 1Y | +74.9% | -74.8% | +149.6% | +74.6% |
| All | +80.9% | -97.4% | +178.3% | +106.1% |
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