+32.3%
AFRM vs ADVB
-97.6%
+130.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -9.5% | +1.7% | -7.9% |
| 7D | -6.9% | -28.0% | +21.1% | -7.0% |
| 30D | -7.0% | -70.2% | +63.2% | -7.3% |
| 3M | -11.2% | -76.1% | +64.8% | -11.6% |
| 6M | +4.3% | -72.3% | +76.6% | +3.3% |
| YTD | -6.4% | -67.5% | +61.1% | -8.1% |
| 1Y | -2.6% | -78.6% | +76.0% | -2.8% |
| All | +32.3% | -97.6% | +130.0% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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