+21.1%
AME vs ADVB
-74.4%
+95.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.6% | +4.2% |
| 7D | -1.5% | -1.2% | -0.3% | -1.5% |
| 30D | -4.2% | -61.4% | +57.2% | -4.4% |
| 3M | -5.9% | -67.8% | +61.9% | -6.3% |
| 6M | +2.8% | -66.9% | +69.7% | +2.9% |
| YTD | +16.6% | -64.9% | +81.5% | +17.3% |
| All | +21.1% | -74.4% | +95.4% | +21.8% |
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