-55.4%
APP vs ADVB
-76.7%
+21.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -4.5% | +15.2% | +10.6% |
| 7D | +4.5% | -29.5% | +34.1% | +4.2% |
| 30D | -3.6% | -66.9% | +63.3% | -5.0% |
| 3M | -35.3% | -73.7% | +38.5% | -36.3% |
| 6M | -42.8% | -64.8% | +22.0% | -43.5% |
| YTD | -59.7% | -64.0% | +4.4% | -60.7% |
| 1Y | -55.4% | -77.0% | +21.6% | -55.8% |
| All | -55.4% | -76.7% | +21.3% | -55.8% |
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