+49.8%
ALLE vs ADVB
-97.6%
+147.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.5% | +6.6% | -2.8% |
| 7D | 0.0% | -28.0% | +28.1% | +0.2% |
| 30D | +20.6% | -70.2% | +90.8% | +21.5% |
| 3M | +11.4% | -76.1% | +87.5% | +12.4% |
| 6M | +42.5% | -72.3% | +114.9% | +43.6% |
| YTD | +18.9% | -67.5% | +86.4% | +20.0% |
| 1Y | +14.2% | -78.6% | +92.7% | +15.5% |
| All | +49.8% | -97.6% | +147.4% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling