+148.5%
APA vs ADVB
-97.6%
+246.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.5% | +7.3% | -2.1% |
| 7D | -15.6% | -28.0% | +12.4% | -15.0% |
| 30D | -0.9% | -70.2% | +69.3% | +1.6% |
| 3M | +26.1% | -76.1% | +102.2% | +29.6% |
| 6M | +6.1% | -72.3% | +78.4% | +7.4% |
| YTD | +82.8% | -67.5% | +150.3% | +81.5% |
| 1Y | +106.5% | -78.6% | +185.0% | +111.6% |
| All | +148.5% | -97.6% | +246.1% | +241.6% |
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