+15.2%
ALLY vs ADVB
-97.5%
+112.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -1.7% |
| 7D | +0.9% | -13.9% | +14.8% | +1.1% |
| 30D | +3.1% | -68.1% | +71.2% | +4.4% |
| 3M | -12.6% | -73.4% | +60.8% | -11.4% |
| 6M | -12.4% | -70.8% | +58.4% | -12.6% |
| YTD | -13.2% | -66.1% | +52.9% | -14.0% |
| 1Y | +1.8% | -77.5% | +79.3% | +2.7% |
| All | +15.2% | -97.5% | +112.7% | +42.8% |
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