+143.2%
APA vs ADVB
-88.3%
+231.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.2% |
| 7D | +0.5% | -3.8% | +4.3% | +0.6% |
| 30D | +23.4% | +17.6% | +5.8% | +22.6% |
| 3M | +12.7% | +119.1% | -106.4% | +8.5% |
| 6M | +39.4% | +103.4% | -64.0% | +32.3% |
| YTD | +79.0% | +59.8% | +19.1% | +71.8% |
| 1Y | +88.8% | +8.5% | +80.3% | +83.8% |
| All | +143.2% | -88.3% | +231.5% | +223.3% |
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