-97.4%
ADVB vs COO
-29.8%
-67.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.4% | -8.1% | -9.6% |
| 7D | -28.0% | +5.3% | -33.3% | -27.8% |
| 30D | -70.2% | +12.5% | -82.8% | -70.1% |
| 3M | -76.1% | -15.1% | -60.9% | -75.6% |
| 6M | -72.3% | +3.7% | -76.0% | -72.5% |
| YTD | -67.5% | -22.5% | -45.0% | -66.0% |
| 1Y | -78.6% | -7.8% | -70.8% | -78.5% |
| All | -97.4% | -29.8% | -67.6% | -97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling