+33.6%
ALB vs ADVB
-97.5%
+131.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +0.9% |
| 7D | +9.1% | -13.9% | +23.0% | +9.1% |
| 30D | -3.4% | -68.1% | +64.7% | -3.1% |
| 3M | -20.6% | -73.4% | +52.8% | -20.3% |
| 6M | -48.2% | -70.8% | +22.6% | -48.2% |
| YTD | -29.2% | -66.1% | +36.9% | -30.2% |
| 1Y | +10.0% | -77.5% | +87.5% | +10.4% |
| All | +33.6% | -97.5% | +131.1% | +85.2% |
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