+6.4%
APD vs ADVB
-95.9%
+102.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +42.7% | -42.3% | -0.1% |
| 7D | +2.2% | +74.2% | -72.0% | +1.5% |
| 30D | +9.4% | -35.9% | +45.3% | +9.8% |
| 3M | +4.7% | -56.4% | +61.1% | +5.5% |
| 6M | +5.5% | -36.7% | +42.2% | +4.8% |
| YTD | +31.4% | -43.3% | +74.7% | +30.0% |
| 1Y | +24.1% | -63.4% | +87.5% | +24.3% |
| All | +6.4% | -95.9% | +102.3% | +22.0% |
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