+163.7%
ALM vs ADVB
-97.6%
+261.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -9.5% | 0.0% | -9.8% |
| 7D | -14.5% | -28.0% | +13.5% | -15.2% |
| 30D | -39.0% | -70.2% | +31.2% | -41.0% |
| 3M | -40.3% | -76.1% | +35.8% | -42.4% |
| 6M | -60.3% | -72.3% | +12.0% | -60.8% |
| YTD | -9.8% | -67.5% | +57.7% | -9.8% |
| 1Y | +30.8% | -78.6% | +109.3% | +29.0% |
| All | +163.7% | -97.6% | +261.3% | +177.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling