+103.4%
ADVB vs COO
-15.8%
+119.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -1.5% |
| 7D | -3.8% | -2.2% | -1.5% | -4.7% |
| 30D | +17.6% | -7.0% | +24.6% | +13.4% |
| 3M | +119.1% | +12.2% | +106.9% | +134.0% |
| 6M | +103.4% | -15.1% | +118.5% | +63.5% |
| All | +103.4% | -15.8% | +119.1% | +63.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling