+144.7%
APH vs ADVB
-97.5%
+242.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.2% | -0.1% | +4.1% |
| 7D | -5.9% | -13.9% | +8.0% | -5.8% |
| 30D | -14.8% | -68.1% | +53.3% | -14.3% |
| 3M | -12.4% | -73.4% | +61.0% | -11.9% |
| 6M | +8.1% | -70.8% | +78.9% | +8.7% |
| YTD | +10.9% | -66.1% | +77.0% | +11.3% |
| 1Y | +8.8% | -77.5% | +86.3% | +9.8% |
| All | +144.7% | -97.5% | +242.2% | +180.1% |
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