+14.0%
ALM vs ADVB
-73.0%
+87.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.0% | -9.7% | +0.4% |
| 7D | -7.2% | +10.5% | -17.6% | -7.0% |
| 30D | -26.4% | -56.0% | +29.7% | -27.7% |
| 3M | -38.6% | -70.1% | +31.5% | -40.2% |
| 6M | -61.0% | -53.7% | -7.3% | -61.1% |
| YTD | -7.4% | -60.3% | +52.9% | -5.1% |
| 1Y | +14.0% | -73.1% | +87.1% | +19.1% |
| All | +14.0% | -73.0% | +87.0% | +19.1% |
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