+309.1%
AMD vs ADVB
-97.6%
+406.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -9.5% | -7.7% | -16.9% |
| 7D | -28.6% | -28.0% | -0.6% | -27.7% |
| 30D | -37.7% | -70.2% | +32.5% | -35.4% |
| 3M | -16.1% | -76.1% | +60.0% | -12.8% |
| 6M | +13.8% | -72.3% | +86.1% | +15.6% |
| YTD | +88.8% | -67.5% | +156.3% | +85.9% |
| 1Y | +57.8% | -78.6% | +136.3% | +62.0% |
| All | +309.1% | -97.6% | +406.7% | +484.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling