+176.8%
APA vs ADVB
-96.8%
+273.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -23.6% | +25.2% | +2.2% |
| 7D | +8.5% | +27.8% | -19.2% | +7.6% |
| 30D | +2.8% | -50.8% | +53.6% | +3.9% |
| 3M | +21.7% | -70.5% | +92.2% | +24.3% |
| 6M | +32.6% | -46.7% | +79.4% | +31.1% |
| YTD | +103.7% | -56.7% | +160.4% | +100.3% |
| 1Y | +101.8% | -71.8% | +173.6% | +105.1% |
| All | +176.8% | -96.8% | +273.7% | +276.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling