+30.7%
AMCR vs ADVB
-76.7%
+107.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.5% | +7.8% | +3.2% |
| 7D | +6.2% | -29.5% | +35.8% | +5.6% |
| 30D | +16.0% | -66.9% | +82.9% | +14.2% |
| 3M | +4.4% | -73.7% | +78.1% | +2.5% |
| 6M | +35.5% | -64.8% | +100.3% | +34.9% |
| YTD | +21.5% | -64.0% | +85.6% | +22.9% |
| 1Y | +30.7% | -77.0% | +107.7% | +31.1% |
| All | +30.7% | -76.7% | +107.4% | +31.1% |
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 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