+32.4%
ALB vs ADVB
-97.6%
+130.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.5% | +13.1% | +3.6% |
| 7D | +5.5% | -28.0% | +33.5% | +5.7% |
| 30D | -7.5% | -70.2% | +62.7% | -7.2% |
| 3M | -16.9% | -76.1% | +59.1% | -16.6% |
| 6M | -49.2% | -72.3% | +23.1% | -49.3% |
| YTD | -29.9% | -67.5% | +37.6% | -30.8% |
| 1Y | +8.2% | -78.6% | +86.8% | +8.7% |
| All | +32.4% | -97.6% | +130.0% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling