+105.2%
APA vs ADVB
-61.6%
+166.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +42.7% | -40.7% | +1.7% |
| 7D | +9.6% | +74.2% | -64.6% | +9.3% |
| 30D | -0.2% | -35.9% | +35.6% | -0.5% |
| 3M | +19.8% | -56.4% | +76.3% | +19.7% |
| 6M | +30.1% | -36.7% | +66.8% | +31.2% |
| YTD | +100.4% | -43.3% | +143.7% | +103.2% |
| 1Y | +105.2% | -63.4% | +168.6% | +124.4% |
| All | +105.2% | -61.6% | +166.8% | +124.4% |
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 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