-97.3%
ADVB vs ABCL
+412.1%
-509.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.7% | -2.5% | +3.8% |
| 7D | -13.9% | -3.2% | -10.7% | -13.7% |
| 30D | -68.1% | -7.4% | -60.7% | -68.0% |
| 3M | -73.4% | +81.9% | -155.3% | -73.2% |
| 6M | -70.8% | +135.7% | -206.5% | -70.8% |
| YTD | -66.1% | +247.4% | -313.5% | -67.0% |
| 1Y | -77.5% | +162.3% | -239.8% | -78.0% |
| All | -97.3% | +412.1% | -509.4% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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