+316.4%
ALM vs ADVB
+5.8%
+310.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -2.6% | -3.8% | +1.2% | -2.7% |
| 30D | +32.0% | +17.6% | +14.4% | +33.7% |
| 3M | -15.0% | +119.1% | -134.2% | -8.5% |
| 6M | -10.1% | +103.4% | -113.5% | -1.6% |
| YTD | +99.4% | +59.8% | +39.6% | +115.7% |
| 1Y | +316.4% | +8.5% | +307.8% | +334.8% |
| All | +316.4% | +5.8% | +310.5% | +334.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling