+169.3%
ALM vs ADVB
-97.5%
+266.8%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.1% | +2.2% |
| 7D | -6.7% | -13.9% | +7.2% | -7.0% |
| 30D | -32.9% | -68.1% | +35.2% | -35.0% |
| 3M | -39.5% | -73.4% | +33.9% | -41.5% |
| 6M | -62.0% | -70.8% | +8.8% | -62.4% |
| YTD | -7.8% | -66.1% | +58.3% | -7.8% |
| 1Y | +26.7% | -77.5% | +104.2% | +25.1% |
| All | +169.3% | -97.5% | +266.8% | +183.2% |
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 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