+200.4%
ALAB vs ADVB
-97.5%
+297.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.2% | +2.1% | +6.2% |
| 7D | -26.3% | -13.9% | -12.4% | -26.1% |
| 30D | -50.1% | -68.1% | +18.0% | -50.0% |
| 3M | -42.5% | -73.4% | +30.9% | -42.4% |
| 6M | -10.8% | -70.8% | +60.0% | -10.9% |
| YTD | +14.6% | -66.1% | +80.7% | +14.5% |
| 1Y | +17.1% | -77.5% | +94.6% | +17.8% |
| All | +200.4% | -97.5% | +297.9% | +330.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling