-13.0%
ALB vs ADVB
-61.6%
+48.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +42.7% | -43.8% | -0.8% |
| 7D | -3.6% | +74.2% | -77.8% | -3.0% |
| 30D | -2.9% | -35.9% | +33.0% | -3.2% |
| 3M | -25.8% | -56.4% | +30.6% | -26.4% |
| 6M | -53.6% | -36.7% | -16.9% | -53.4% |
| YTD | -32.4% | -43.3% | +10.9% | -31.1% |
| 1Y | -13.0% | -63.4% | +50.3% | -7.1% |
| All | -13.0% | -61.6% | +48.6% | -7.1% |
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 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