-32.4%
ALK vs ADVB
-88.3%
+55.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | -0.7% | -3.8% | +3.1% | -0.6% |
| 30D | -19.2% | +17.6% | -36.8% | -19.4% |
| 3M | -1.5% | +119.1% | -120.7% | -5.0% |
| 6M | -13.1% | +103.4% | -116.4% | -16.6% |
| YTD | -16.4% | +59.8% | -76.3% | -19.1% |
| 1Y | -33.1% | +8.5% | -41.6% | -34.9% |
| All | -32.4% | -88.3% | +55.9% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling