+30.4%
AME vs ADVB
-88.3%
+118.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.5% |
| 7D | +0.6% | -3.8% | +4.4% | +0.6% |
| 30D | -6.7% | +17.6% | -24.3% | -6.8% |
| 3M | +4.1% | +119.1% | -115.1% | +2.5% |
| 6M | +1.6% | +103.4% | -101.8% | -0.3% |
| YTD | +16.1% | +59.8% | -43.7% | +14.6% |
| 1Y | +27.3% | +8.5% | +18.8% | +26.5% |
| All | +30.4% | -88.3% | +118.7% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling