+29.2%
AMZN vs ADVB
-97.5%
+126.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.6% | -0.3% |
| 7D | +7.9% | -13.9% | +21.8% | +7.7% |
| 30D | -0.2% | -68.1% | +67.9% | -1.6% |
| 3M | -4.8% | -73.4% | +68.6% | -6.2% |
| 6M | -5.7% | -70.8% | +65.1% | -7.7% |
| YTD | +12.3% | -66.1% | +78.4% | +9.8% |
| 1Y | +6.7% | -77.5% | +84.2% | +4.4% |
| All | +29.2% | -97.5% | +126.7% | +43.4% |
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