-87.2%
ADVB vs ABCL
+392.7%
-479.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | -3.8% | +0.7% | -4.5% | -3.8% |
| 30D | +17.6% | +93.1% | -75.5% | +19.2% |
| 3M | +119.1% | +79.4% | +39.7% | +122.1% |
| 6M | +103.4% | +214.9% | -111.5% | +97.8% |
| YTD | +59.8% | +234.2% | -174.4% | +55.3% |
| 1Y | +8.5% | +174.8% | -166.2% | +2.2% |
| All | -87.2% | +392.7% | -479.9% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling