-14.7%
AMRZ vs ADVB
-77.7%
+62.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -1.8% |
| 7D | +1.2% | -13.9% | +15.1% | +1.1% |
| 30D | +15.1% | -68.1% | +83.2% | +14.9% |
| 3M | -18.1% | -73.4% | +55.3% | -18.1% |
| 6M | -23.5% | -70.8% | +47.3% | -23.7% |
| YTD | -21.6% | -66.1% | +44.5% | -19.0% |
| 1Y | -14.7% | -77.5% | +62.8% | -8.2% |
| All | -14.7% | -77.7% | +62.9% | -8.2% |
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