+11.0%
AMP vs ADVB
+5.8%
+5.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | +0.2% | -3.8% | +4.0% | +0.2% |
| 30D | -0.1% | +17.6% | -17.7% | 0.0% |
| 3M | +23.6% | +119.1% | -95.6% | +23.7% |
| 6M | +20.4% | +103.4% | -83.0% | +20.6% |
| YTD | +15.4% | +59.8% | -44.4% | +15.7% |
| 1Y | +11.0% | +8.5% | +2.4% | +10.4% |
| All | +11.0% | +5.8% | +5.1% | +10.4% |
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