+57.9%
APP vs ADVB
-97.4%
+155.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.5% | +1.3% | +4.8% |
| 7D | +79.2% | -1.2% | +80.4% | +79.1% |
| 30D | +48.0% | -61.4% | +109.4% | +47.3% |
| 3M | +18.2% | -67.8% | +86.0% | +17.7% |
| 6M | -12.5% | -66.9% | +54.4% | -13.4% |
| YTD | -39.2% | -64.9% | +25.7% | -39.9% |
| 1Y | -33.9% | -74.8% | +40.9% | -34.3% |
| All | +57.9% | -97.4% | +155.4% | +103.4% |
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 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