+172.4%
APA vs ADVB
-95.9%
+268.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +42.7% | -40.7% | +0.9% |
| 7D | +9.6% | +74.2% | -64.6% | +8.0% |
| 30D | -0.2% | -35.9% | +35.6% | +0.3% |
| 3M | +19.8% | -56.4% | +76.3% | +21.4% |
| 6M | +30.1% | -36.7% | +66.8% | +28.4% |
| YTD | +100.4% | -43.3% | +143.7% | +96.0% |
| 1Y | +105.2% | -63.4% | +168.6% | +107.6% |
| All | +172.4% | -95.9% | +268.2% | +268.8% |
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