+10.6%
AMP vs ADVB
-61.6%
+72.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +42.7% | -43.9% | -1.1% |
| 7D | +1.2% | +74.2% | -73.1% | +1.4% |
| 30D | +4.4% | -35.9% | +40.3% | +4.5% |
| 3M | -8.8% | -56.4% | +47.6% | -8.9% |
| 6M | +9.9% | -36.7% | +46.6% | +9.0% |
| YTD | +6.1% | -43.3% | +49.4% | +6.2% |
| 1Y | +10.6% | -63.4% | +74.0% | +14.6% |
| All | +10.6% | -61.6% | +72.2% | +14.6% |
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