+7.1%
ADP vs ADVB
-96.8%
+103.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -23.6% | +24.2% | +0.6% |
| 7D | +2.2% | +27.8% | -25.6% | +2.2% |
| 30D | +10.6% | -50.8% | +61.3% | +10.6% |
| 3M | +12.9% | -70.5% | +83.4% | +13.0% |
| 6M | +50.6% | -46.7% | +97.4% | +50.0% |
| YTD | +23.2% | -56.7% | +79.9% | +22.7% |
| 1Y | +25.3% | -71.8% | +97.0% | +25.3% |
| All | +7.1% | -96.8% | +103.9% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling