+26.5%
ADM vs ADVB
-61.6%
+88.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +42.7% | -42.6% | -0.5% |
| 7D | +0.7% | +74.2% | -73.5% | -0.1% |
| 30D | -14.7% | -35.9% | +21.2% | -14.3% |
| 3M | -10.4% | -56.4% | +46.0% | -9.5% |
| 6M | -10.9% | -36.7% | +25.8% | -9.9% |
| YTD | +26.0% | -43.3% | +69.3% | +27.8% |
| 1Y | +26.5% | -63.4% | +89.9% | +29.5% |
| All | +26.5% | -61.6% | +88.1% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling