+27.7%
ALB vs ADVB
-95.9%
+123.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +42.7% | -43.8% | -1.3% |
| 7D | -3.6% | +74.2% | -77.8% | -3.8% |
| 30D | -2.9% | -35.9% | +33.0% | -2.8% |
| 3M | -25.8% | -56.4% | +30.6% | -25.7% |
| 6M | -53.6% | -36.7% | -16.9% | -53.9% |
| YTD | -32.4% | -43.3% | +10.9% | -33.4% |
| 1Y | -13.0% | -63.4% | +50.3% | -12.8% |
| All | +27.7% | -95.9% | +123.5% | +76.6% |
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 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