-39.5%
AUR vs ADVB
-96.8%
+57.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -23.6% | +20.3% | -3.2% |
| 7D | -4.5% | +27.8% | -32.3% | -4.5% |
| 30D | -16.6% | -50.8% | +34.1% | -16.9% |
| 3M | -38.5% | -70.5% | +32.1% | -38.9% |
| 6M | -49.9% | -46.7% | -3.1% | -51.4% |
| YTD | +9.6% | -56.7% | +66.3% | +6.5% |
| 1Y | +1.2% | -71.8% | +73.0% | -0.6% |
| All | -39.5% | -96.8% | +57.3% | -25.3% |
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