+153.1%
ALM vs ADVB
-95.9%
+248.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +42.7% | -49.2% | -5.2% |
| 7D | -4.0% | +74.2% | -78.2% | -2.3% |
| 30D | -30.5% | -35.9% | +5.3% | -31.1% |
| 3M | -46.9% | -56.4% | +9.5% | -47.9% |
| 6M | -65.5% | -36.7% | -28.8% | -65.1% |
| YTD | -13.4% | -43.3% | +29.9% | -11.8% |
| 1Y | +9.8% | -63.4% | +73.2% | +10.1% |
| All | +153.1% | -95.9% | +248.9% | +170.8% |
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