-12.0%
AMC vs ADVB
-88.3%
+76.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.4% |
| 7D | +2.3% | -3.8% | +6.1% | +2.5% |
| 30D | -0.7% | +17.6% | -18.3% | -2.5% |
| 3M | +35.2% | +119.1% | -83.9% | +18.2% |
| 6M | +124.6% | +103.4% | +21.2% | +94.6% |
| YTD | +69.9% | +59.8% | +10.0% | +48.7% |
| 1Y | -2.6% | +8.5% | -11.1% | -14.4% |
| All | -12.0% | -88.3% | +76.4% | -10.4% |
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