+16.5%
APH vs ADVB
-72.7%
+89.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -23.6% | +21.8% | -1.5% |
| 7D | +4.9% | +27.8% | -22.9% | +4.5% |
| 30D | -5.4% | -50.8% | +45.4% | -5.4% |
| 3M | -5.5% | -70.5% | +65.1% | -5.5% |
| 6M | +25.9% | -46.7% | +72.7% | +25.9% |
| YTD | +16.4% | -56.7% | +73.0% | +16.0% |
| 1Y | +16.5% | -71.8% | +88.3% | +18.4% |
| All | +16.5% | -72.7% | +89.2% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling