+4.6%
AUR vs ADVB
-64.3%
+68.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +42.7% | -48.1% | -4.9% |
| 7D | +7.9% | +74.2% | -66.3% | +8.7% |
| 30D | -18.5% | -35.9% | +17.3% | -19.2% |
| 3M | -36.7% | -56.4% | +19.8% | -37.7% |
| 6M | -39.8% | -36.7% | -3.0% | -41.6% |
| YTD | +13.3% | -43.3% | +56.6% | +14.1% |
| All | +4.6% | -64.3% | +68.8% | +7.4% |
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