-12.3%
AMRZ vs ADVB
-76.7%
+64.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.5% | +9.7% | +5.2% |
| 7D | +10.3% | -29.5% | +39.8% | +10.2% |
| 30D | +18.7% | -66.9% | +85.6% | +18.6% |
| 3M | -14.6% | -73.7% | +59.1% | -14.7% |
| 6M | -12.9% | -64.8% | +51.9% | -12.9% |
| YTD | -17.4% | -64.0% | +46.7% | -14.7% |
| 1Y | -12.3% | -77.0% | +64.7% | -5.2% |
| All | -12.3% | -76.7% | +64.4% | -5.2% |
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