+23.5%
APP vs ADVB
-88.3%
+111.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.2% |
| 7D | +0.9% | -3.8% | +4.6% | +0.9% |
| 30D | -23.3% | +17.6% | -40.8% | -23.1% |
| 3M | -42.6% | +119.1% | -161.8% | -42.8% |
| 6M | -33.6% | +103.4% | -137.0% | -33.8% |
| YTD | -52.4% | +59.8% | -112.3% | -52.6% |
| 1Y | -35.9% | +8.5% | -44.4% | -36.4% |
| All | +23.5% | -88.3% | +111.8% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling