+383.1%
AMD vs ADVB
-88.3%
+471.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.7% |
| 7D | +2.6% | -3.8% | +6.3% | +2.7% |
| 30D | -0.9% | +17.6% | -18.5% | -1.5% |
| 3M | -8.7% | +119.1% | -127.9% | -12.7% |
| 6M | +136.3% | +103.4% | +33.0% | +118.9% |
| YTD | +123.0% | +59.8% | +63.2% | +109.9% |
| 1Y | +195.2% | +8.5% | +186.6% | +183.1% |
| All | +383.1% | -88.3% | +471.5% | +559.7% |
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 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