-87.2%
ADVB vs COO
-23.1%
-64.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -3.8% | -2.2% | -1.5% | -3.6% |
| 30D | +17.6% | -7.0% | +24.6% | +18.1% |
| 3M | +119.1% | +12.2% | +106.9% | +114.7% |
| 6M | +103.4% | -15.1% | +118.5% | +109.8% |
| YTD | +59.8% | -15.1% | +74.9% | +64.6% |
| 1Y | +8.5% | +2.3% | +6.2% | +6.2% |
| All | -87.2% | -23.1% | -64.1% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling