-95.5%
ADVB vs COO
-31.3%
-64.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +42.7% | -1.2% | +43.8% | +42.6% |
| 7D | +74.2% | -2.1% | +76.3% | +74.0% |
| 30D | -35.9% | +13.9% | -49.8% | -35.8% |
| 3M | -56.4% | -18.9% | -37.5% | -55.6% |
| 6M | -36.7% | +3.7% | -40.4% | -37.5% |
| YTD | -43.3% | -24.1% | -19.2% | -40.8% |
| 1Y | -63.4% | -14.2% | -49.2% | -62.9% |
| All | -95.5% | -31.3% | -64.2% | -95.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling