+172.6%
ALM vs ADVB
-96.8%
+269.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -23.6% | +31.3% | +6.9% |
| 7D | +1.2% | +27.8% | -26.5% | +2.2% |
| 30D | -19.3% | -50.8% | +31.4% | -20.6% |
| 3M | -40.6% | -70.5% | +29.9% | -42.4% |
| 6M | -57.9% | -46.7% | -11.2% | -57.6% |
| YTD | -6.7% | -56.7% | +50.0% | -5.7% |
| 1Y | +20.2% | -71.8% | +91.9% | +19.7% |
| All | +172.6% | -96.8% | +269.5% | +189.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling