+11.2%
AS vs ADVB
-97.5%
+108.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | +0.4% |
| 7D | +6.9% | -13.9% | +20.8% | +7.1% |
| 30D | +16.0% | -68.1% | +84.1% | +17.4% |
| 3M | -12.8% | -73.4% | +60.5% | -11.6% |
| 6M | -15.4% | -70.8% | +55.4% | -15.9% |
| YTD | -15.7% | -66.1% | +50.4% | -17.6% |
| 1Y | +6.1% | -77.5% | +83.6% | +7.0% |
| All | +11.2% | -97.5% | +108.8% | +57.9% |
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