+394.5%
AMD vs ADVB
-97.4%
+491.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.6% | +1.2% |
| 7D | -15.5% | -29.5% | +14.0% | -14.5% |
| 30D | -22.6% | -66.9% | +44.2% | -20.1% |
| 3M | -5.7% | -73.7% | +68.0% | -2.4% |
| 6M | +43.1% | -64.8% | +107.9% | +43.5% |
| YTD | +128.2% | -64.0% | +192.3% | +123.7% |
| 1Y | +95.5% | -77.0% | +172.4% | +100.3% |
| All | +394.5% | -97.4% | +491.8% | +603.1% |
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 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