+182.7%
ALAB vs ADVB
-97.6%
+280.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -9.5% | -10.1% | -19.5% |
| 7D | -38.2% | -28.0% | -10.2% | -37.9% |
| 30D | -54.0% | -70.2% | +16.3% | -53.8% |
| 3M | -43.6% | -76.1% | +32.4% | -43.5% |
| 6M | -16.8% | -72.3% | +55.5% | -16.7% |
| YTD | +7.9% | -67.5% | +75.3% | +7.8% |
| 1Y | -1.4% | -78.6% | +77.2% | -0.7% |
| All | +182.7% | -97.6% | +280.3% | +305.6% |
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