+4.3%
AMC vs ADVB
-97.5%
+101.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +1.7% |
| 7D | +2.6% | -13.9% | +16.5% | +3.6% |
| 30D | +9.0% | -68.1% | +77.1% | +17.1% |
| 3M | +22.2% | -73.4% | +95.6% | +31.7% |
| 6M | +91.5% | -70.8% | +162.3% | +86.8% |
| YTD | +101.3% | -66.1% | +167.4% | +94.3% |
| 1Y | +20.8% | -77.5% | +98.3% | +18.4% |
| All | +4.3% | -97.5% | +101.8% | +17.1% |
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 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