-1.9%
AMT vs ADVB
-97.1%
+95.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.0% | -10.0% | 0.0% |
| 7D | -2.4% | +10.5% | -12.8% | -2.3% |
| 30D | +4.2% | -56.0% | +60.2% | +4.0% |
| 3M | +13.4% | -70.1% | +83.6% | +13.2% |
| 6M | +9.4% | -53.7% | +63.1% | +8.8% |
| YTD | +11.7% | -60.3% | +72.0% | +10.9% |
| 1Y | +7.1% | -73.1% | +80.3% | +7.3% |
| All | -1.9% | -97.1% | +95.2% | +8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling