-97.4%
ADVB vs ABCL
+379.7%
-477.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -9.4% | -0.2% | -8.9% |
| 7D | -28.0% | -14.9% | -13.1% | -27.4% |
| 30D | -70.2% | -15.4% | -54.9% | -69.9% |
| 3M | -76.1% | +88.0% | -164.1% | -75.6% |
| 6M | -72.3% | +138.8% | -211.1% | -72.4% |
| YTD | -67.5% | +225.4% | -292.9% | -68.2% |
| 1Y | -78.6% | +137.3% | -215.9% | -78.9% |
| All | -97.4% | +379.7% | -477.1% | -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