+12.9%
AMP vs ADVB
-88.8%
+101.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.7% |
| 7D | +2.6% | -14.0% | +16.6% | +2.7% |
| 30D | +0.8% | +41.0% | -40.1% | +0.6% |
| 3M | +24.3% | +127.9% | -103.7% | +22.1% |
| 6M | +20.6% | +101.3% | -80.8% | +18.0% |
| YTD | +14.6% | +53.8% | -39.1% | +12.8% |
| 1Y | +14.5% | +4.4% | +10.1% | +12.9% |
| All | +12.9% | -88.8% | +101.7% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling