-37.4%
ALK vs ADVB
-97.5%
+60.1%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | +0.6% |
| 7D | +9.0% | -13.9% | +23.0% | +9.2% |
| 30D | -1.6% | -68.1% | +66.5% | -0.5% |
| 3M | -23.2% | -73.4% | +50.2% | -22.2% |
| 6M | -3.9% | -70.8% | +66.9% | -4.4% |
| YTD | -22.6% | -66.1% | +43.5% | -23.9% |
| 1Y | -5.3% | -77.5% | +72.2% | -4.1% |
| All | -37.4% | -97.5% | +60.1% | -16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling