-18.8%
AON vs ADVB
-88.3%
+69.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -9.1% | -3.8% | -5.3% | -9.1% |
| 30D | -10.2% | +17.6% | -27.8% | -10.1% |
| 3M | +0.5% | +119.1% | -118.6% | +0.9% |
| 6M | -4.8% | +103.4% | -108.2% | -4.8% |
| YTD | -8.0% | +59.8% | -67.8% | -7.7% |
| 1Y | -13.1% | +8.5% | -21.6% | -12.7% |
| All | -18.8% | -88.3% | +69.5% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling