+11.9%
AU vs ADVB
-72.7%
+84.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -23.6% | +22.1% | -1.7% |
| 7D | -7.2% | +27.8% | -35.0% | -6.9% |
| 30D | -2.9% | -50.8% | +47.9% | -3.1% |
| 3M | -8.7% | -70.5% | +61.8% | -9.2% |
| 6M | -14.1% | -46.7% | +32.6% | -15.7% |
| YTD | +4.8% | -56.7% | +61.5% | +4.1% |
| 1Y | +11.9% | -71.8% | +83.6% | +20.9% |
| All | +11.9% | -72.7% | +84.6% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling