+203.4%
AMAT vs ADVB
-88.3%
+291.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.3% |
| 7D | -1.5% | -3.8% | +2.3% | -1.5% |
| 30D | -14.8% | +17.6% | -32.4% | -14.7% |
| 3M | -9.3% | +119.1% | -128.4% | -9.6% |
| 6M | +27.4% | +103.4% | -76.0% | +26.0% |
| YTD | +77.6% | +59.8% | +17.7% | +76.6% |
| 1Y | +188.9% | +8.5% | +180.4% | +188.3% |
| All | +203.4% | -88.3% | +291.8% | +243.7% |
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