-5.3%
ALC vs ADVB
-72.7%
+67.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -23.6% | +26.8% | +3.2% |
| 7D | -1.1% | +27.8% | -28.9% | -1.2% |
| 30D | +16.0% | -50.8% | +66.8% | +16.6% |
| 3M | +0.8% | -70.5% | +71.3% | +1.8% |
| 6M | +16.8% | -46.7% | +63.6% | +15.9% |
| YTD | -5.5% | -56.7% | +51.2% | -5.5% |
| 1Y | -5.3% | -71.8% | +66.5% | -3.6% |
| All | -5.3% | -72.7% | +67.4% | -3.6% |
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 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