+9.0%
AMZN vs ADVB
-73.6%
+82.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.5% | +1.5% |
| 7D | +8.0% | -4.1% | +12.1% | +8.0% |
| 30D | +3.2% | -60.3% | +63.5% | +1.7% |
| 3M | -2.6% | -73.3% | +70.7% | -4.6% |
| 6M | -0.7% | -65.9% | +65.2% | -3.5% |
| YTD | +17.4% | -63.9% | +81.2% | +14.0% |
| 1Y | +9.0% | -74.1% | +83.2% | +7.7% |
| All | +9.0% | -73.6% | +82.7% | +7.7% |
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 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