+37.4%
ALL vs ADVB
-97.1%
+134.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.0% | -9.5% | +0.3% |
| 7D | -2.6% | +10.5% | -13.0% | -2.6% |
| 30D | +12.7% | -56.0% | +68.7% | +13.6% |
| 3M | +0.4% | -70.1% | +70.5% | +1.6% |
| 6M | +23.8% | -53.7% | +77.5% | +23.2% |
| YTD | +27.8% | -60.3% | +88.1% | +27.1% |
| 1Y | +28.9% | -73.1% | +102.0% | +29.0% |
| All | +37.4% | -97.1% | +134.5% | +53.4% |
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