+25.3%
AFRM vs ADVB
-97.4%
+122.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -6.0% | -3.1% |
| 7D | -8.4% | -4.1% | -4.3% | -8.4% |
| 30D | -18.3% | -60.3% | +42.0% | -18.5% |
| 3M | -12.7% | -73.3% | +60.6% | -13.1% |
| 6M | +3.0% | -65.9% | +68.9% | +1.8% |
| YTD | -11.4% | -63.9% | +52.5% | -13.0% |
| 1Y | -13.3% | -74.1% | +60.8% | -13.7% |
| All | +25.3% | -97.4% | +122.6% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling