+191.0%
ALM vs ADVB
-97.4%
+288.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.5% | +4.5% | +8.1% |
| 7D | +0.7% | -1.2% | +2.0% | +0.7% |
| 30D | -26.1% | -61.4% | +35.3% | -28.0% |
| 3M | -38.1% | -67.8% | +29.7% | -39.9% |
| 6M | -55.4% | -66.9% | +11.5% | -55.8% |
| YTD | -0.4% | -64.9% | +64.5% | -0.3% |
| 1Y | +25.4% | -74.8% | +100.1% | +24.2% |
| All | +191.0% | -97.4% | +288.5% | +206.3% |
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