-36.6%
AUR vs ADVB
-60.4%
+23.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.0% | -8.9% | +1.1% |
| 7D | +12.7% | +10.5% | +2.3% | +12.7% |
| 30D | -18.7% | -56.0% | +37.3% | -19.9% |
| 3M | -33.8% | -70.1% | +36.3% | -35.4% |
| 6M | -36.6% | -53.7% | +17.1% | -40.8% |
| All | -36.6% | -60.4% | +23.8% | -40.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling