+27.0%
ALL vs ADVB
+5.8%
+21.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.3% |
| 7D | 0.0% | -3.8% | +3.8% | +0.1% |
| 30D | -1.5% | +17.6% | -19.1% | -1.8% |
| 3M | +23.6% | +119.1% | -95.5% | +21.3% |
| 6M | +22.3% | +103.4% | -81.0% | +19.9% |
| YTD | +26.5% | +59.8% | -33.3% | +24.8% |
| 1Y | +27.0% | +8.5% | +18.5% | +25.6% |
| All | +27.0% | +5.8% | +21.2% | +25.6% |
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