+1.5%
ALC vs ADVB
-74.4%
+75.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.3% | +0.3% |
| 7D | +2.1% | -1.2% | +3.3% | +2.0% |
| 30D | +17.2% | -61.4% | +78.6% | +18.1% |
| 3M | +4.6% | -67.8% | +72.5% | +5.5% |
| 6M | +20.1% | -66.9% | +87.0% | +20.1% |
| YTD | -4.2% | -64.9% | +60.7% | -4.1% |
| All | +1.5% | -74.4% | +75.9% | +4.3% |
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