+11.9%
AMP vs ADVB
-89.4%
+101.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.5% | -0.8% |
| 7D | 0.0% | -13.0% | +13.0% | +0.1% |
| 30D | -1.0% | +7.5% | -8.5% | -1.1% |
| 3M | +23.2% | +129.1% | -105.9% | +21.1% |
| 6M | +20.4% | +71.7% | -51.3% | +18.1% |
| YTD | +13.6% | +45.5% | -31.9% | +11.8% |
| 1Y | +13.4% | -2.7% | +16.1% | +11.8% |
| All | +11.9% | -89.4% | +101.3% | +24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling