-43.6%
ALAB vs ADVB
-75.8%
+32.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -9.5% | -10.1% | -18.5% |
| 7D | -38.2% | -28.0% | -10.2% | -36.6% |
| 30D | -54.0% | -70.2% | +16.3% | -55.9% |
| 3M | -43.6% | -76.1% | +32.4% | -47.1% |
| All | -43.6% | -75.8% | +32.1% | -47.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling