+13.4%
AMP vs ADVB
-3.0%
+16.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.5% | -0.9% |
| 7D | 0.0% | -13.0% | +13.0% | -0.1% |
| 30D | -1.0% | +7.5% | -8.5% | -1.0% |
| 3M | +23.2% | +129.1% | -105.9% | +23.6% |
| 6M | +20.4% | +71.7% | -51.3% | +20.5% |
| YTD | +13.6% | +45.5% | -31.9% | +14.0% |
| 1Y | +13.4% | -2.7% | +16.1% | +13.0% |
| All | +13.4% | -3.0% | +16.3% | +13.0% |
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 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