+279.8%
AU vs ADVB
-88.8%
+368.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -1.2% |
| 7D | -0.3% | -14.0% | +13.7% | -0.4% |
| 30D | +12.8% | +41.0% | -28.2% | +13.2% |
| 3M | +28.5% | +127.9% | -99.5% | +29.6% |
| 6M | +4.8% | +101.3% | -96.5% | +5.4% |
| YTD | +31.0% | +53.8% | -22.8% | +32.0% |
| 1Y | +81.4% | +4.4% | +77.0% | +82.4% |
| All | +279.8% | -88.8% | +368.6% | +326.8% |
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