+39.8%
ALL vs ADVB
-97.6%
+137.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.5% | +8.7% | -0.8% |
| 7D | +4.2% | -28.0% | +32.3% | +4.5% |
| 30D | +18.9% | -70.2% | +89.1% | +20.4% |
| 3M | +1.2% | -76.1% | +77.3% | +2.6% |
| 6M | +23.2% | -72.3% | +95.5% | +23.4% |
| YTD | +30.0% | -67.5% | +97.5% | +29.6% |
| 1Y | +39.6% | -78.6% | +118.2% | +39.9% |
| All | +39.8% | -97.6% | +137.4% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling