+16.4%
AUR vs ADVB
+2.9%
+13.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -2.5% |
| 7D | +0.2% | -5.9% | +6.0% | 0.0% |
| 30D | -8.9% | +13.9% | -22.8% | -8.6% |
| 3M | +4.6% | +127.3% | -122.7% | +5.3% |
| 6M | +44.9% | +77.0% | -32.1% | +45.1% |
| YTD | +64.8% | +51.5% | +13.3% | +66.5% |
| 1Y | +16.4% | -11.3% | +27.7% | +16.2% |
| All | +16.4% | +2.9% | +13.5% | +16.2% |
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