+10.7%
AS vs ADVB
-97.6%
+108.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.5% | +7.2% | -2.2% |
| 7D | +7.1% | -28.0% | +35.1% | +7.4% |
| 30D | +12.8% | -70.2% | +83.0% | +14.3% |
| 3M | -14.7% | -76.1% | +61.3% | -13.4% |
| 6M | -9.9% | -72.3% | +62.4% | -10.4% |
| YTD | -16.1% | -67.5% | +51.3% | -17.9% |
| 1Y | +0.2% | -78.6% | +78.7% | +1.1% |
| All | +10.7% | -97.6% | +108.3% | +57.2% |
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