+13.3%
AS vs ADVB
-97.4%
+110.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.5% | +9.7% | +5.2% |
| 7D | +13.8% | -29.5% | +43.3% | +14.2% |
| 30D | +16.7% | -66.9% | +83.5% | +18.1% |
| 3M | -11.5% | -73.7% | +62.2% | -10.2% |
| 6M | -5.5% | -64.8% | +59.3% | -6.6% |
| YTD | -14.2% | -64.0% | +49.9% | -16.1% |
| 1Y | +2.1% | -77.0% | +79.0% | +3.2% |
| All | +13.3% | -97.4% | +110.7% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling