-38.1%
ALK vs ADVB
-96.8%
+58.7%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -23.6% | +22.1% | -1.4% |
| 7D | -1.2% | +27.8% | -29.0% | -1.4% |
| 30D | +7.7% | -50.8% | +58.5% | +8.5% |
| 3M | -19.0% | -70.5% | +51.5% | -18.0% |
| 6M | -0.2% | -46.7% | +46.5% | -2.1% |
| YTD | -23.5% | -56.7% | +33.2% | -25.0% |
| 1Y | -9.1% | -71.8% | +62.6% | -7.9% |
| All | -38.1% | -96.8% | +58.7% | -17.7% |
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