-6.6%
AUR vs ADVB
-89.4%
+82.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.2% | -0.2% |
| 7D | +11.1% | -13.0% | +24.1% | +11.0% |
| 30D | -6.9% | +7.5% | -14.3% | -6.9% |
| 3M | +5.5% | +129.1% | -123.6% | +3.0% |
| 6M | +41.0% | +71.7% | -30.7% | +36.9% |
| YTD | +69.3% | +45.5% | +23.7% | +65.5% |
| 1Y | +14.0% | -2.7% | +16.8% | +11.8% |
| All | -6.6% | -89.4% | +82.8% | +16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling