+36.8%
ALL vs ADVB
-97.4%
+134.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +2.9% |
| 7D | -0.1% | -4.1% | +3.9% | -0.1% |
| 30D | +13.8% | -60.3% | +74.1% | +14.8% |
| 3M | -2.8% | -73.3% | +70.6% | -1.5% |
| 6M | +23.7% | -65.9% | +89.6% | +23.5% |
| YTD | +27.3% | -63.9% | +91.1% | +26.7% |
| 1Y | +30.5% | -74.1% | +104.7% | +30.6% |
| All | +36.8% | -97.4% | +134.2% | +52.9% |
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