+146.5%
AMAT vs ADVB
-97.4%
+243.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.5% | +1.3% | -3.3% |
| 7D | -11.2% | -29.5% | +18.3% | -11.2% |
| 30D | -31.9% | -66.9% | +35.0% | -32.0% |
| 3M | -32.3% | -73.7% | +41.4% | -32.5% |
| 6M | -5.4% | -64.8% | +59.4% | -6.0% |
| YTD | +44.3% | -64.0% | +108.3% | +42.9% |
| 1Y | +61.4% | -77.0% | +138.3% | +62.1% |
| All | +146.5% | -97.4% | +243.9% | +178.1% |
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 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