+37.2%
APP vs ADVB
-97.6%
+134.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -9.5% | +40.6% | +31.0% |
| 7D | +39.7% | -28.0% | +67.7% | +39.5% |
| 30D | +27.7% | -70.2% | +98.0% | +26.9% |
| 3M | -14.8% | -76.1% | +61.3% | -15.4% |
| 6M | -25.5% | -72.3% | +46.8% | -26.3% |
| YTD | -47.2% | -67.5% | +20.3% | -47.8% |
| 1Y | -42.3% | -78.6% | +36.3% | -42.6% |
| All | +37.2% | -97.6% | +134.8% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling