+44.4%
ALAB vs ADVB
-61.6%
+106.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +42.7% | -44.0% | -2.1% |
| 7D | +26.9% | +74.2% | -47.3% | +25.5% |
| 30D | -30.0% | -35.9% | +5.9% | -30.9% |
| 3M | -28.5% | -56.4% | +27.9% | -29.8% |
| 6M | +11.4% | -36.7% | +48.1% | +10.7% |
| YTD | +36.9% | -43.3% | +80.2% | +34.7% |
| 1Y | +44.4% | -63.4% | +107.7% | +46.0% |
| All | +44.4% | -61.6% | +106.0% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling