+17.8%
AVGO vs ADVB
+5.8%
+11.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -3.0% | -3.8% | +0.8% | -2.9% |
| 30D | -14.4% | +17.6% | -32.0% | -14.8% |
| 3M | -14.4% | +119.1% | -133.6% | -18.0% |
| 6M | +13.1% | +103.4% | -90.2% | +7.0% |
| YTD | +3.8% | +59.8% | -56.1% | -2.1% |
| 1Y | +17.8% | +8.5% | +9.2% | +9.2% |
| All | +17.8% | +5.8% | +11.9% | +9.2% |
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