+20.8%
AMC vs ADVB
-77.7%
+98.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +1.6% |
| 7D | +2.6% | -13.9% | +16.5% | +3.8% |
| 30D | +9.0% | -68.1% | +77.1% | +18.7% |
| 3M | +22.2% | -73.4% | +95.6% | +33.5% |
| 6M | +91.5% | -70.8% | +162.3% | +80.6% |
| YTD | +101.3% | -66.1% | +167.4% | +90.8% |
| 1Y | +20.8% | -77.5% | +98.3% | +22.5% |
| All | +20.8% | -77.7% | +98.4% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling