+57.8%
AMD vs ADVB
-79.1%
+136.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -9.5% | -7.7% | -17.1% |
| 7D | -28.6% | -28.0% | -0.6% | -28.2% |
| 30D | -37.7% | -70.2% | +32.5% | -37.3% |
| 3M | -16.1% | -76.1% | +60.0% | -15.6% |
| 6M | +13.8% | -72.3% | +86.1% | +14.7% |
| YTD | +88.8% | -67.5% | +156.3% | +87.1% |
| 1Y | +57.8% | -78.6% | +136.3% | +73.7% |
| All | +57.8% | -79.1% | +136.8% | +73.7% |
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