+214.1%
ASX vs ADVB
-97.6%
+311.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -9.5% | -11.2% | -20.8% |
| 7D | -33.3% | -28.0% | -5.3% | -33.5% |
| 30D | -36.5% | -70.2% | +33.8% | -37.5% |
| 3M | -19.2% | -76.1% | +56.9% | -20.7% |
| 6M | -10.2% | -72.3% | +62.1% | -10.2% |
| YTD | +86.5% | -67.5% | +153.9% | +86.6% |
| 1Y | +89.6% | -78.6% | +168.2% | +92.8% |
| All | +214.1% | -97.6% | +311.7% | +266.1% |
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