+50.7%
APP vs ADVB
-97.5%
+148.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.2% | +5.7% | +9.9% |
| 7D | +71.2% | -13.9% | +85.1% | +71.1% |
| 30D | +39.1% | -68.1% | +107.2% | +38.2% |
| 3M | +16.5% | -73.4% | +89.9% | +15.8% |
| 6M | -16.6% | -70.8% | +54.2% | -17.4% |
| YTD | -41.9% | -66.1% | +24.2% | -42.6% |
| 1Y | -37.0% | -77.5% | +40.5% | -37.3% |
| All | +50.7% | -97.5% | +148.2% | +94.1% |
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