-77.0%
ADVB vs COO
-7.7%
-69.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.9% | -10.4% | -2.6% |
| 7D | -29.5% | +8.4% | -38.0% | -27.4% |
| 30D | -66.9% | +13.5% | -80.4% | -65.4% |
| 3M | -73.7% | -13.8% | -60.0% | -73.9% |
| 6M | -64.8% | +4.7% | -69.5% | -64.2% |
| YTD | -64.0% | -21.4% | -42.6% | -62.8% |
| 1Y | -77.0% | -6.7% | -70.2% | -78.4% |
| All | -77.0% | -7.7% | -69.3% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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