-4.3%
AVTR vs ADVB
-97.5%
+93.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +2.2% |
| 7D | -3.6% | -13.9% | +10.3% | -3.8% |
| 30D | +0.8% | -68.1% | +68.9% | -0.5% |
| 3M | +17.4% | -73.4% | +90.8% | +15.8% |
| 6M | +83.5% | -70.8% | +154.3% | +82.7% |
| YTD | +35.0% | -66.1% | +101.1% | +34.3% |
| 1Y | +36.7% | -77.5% | +114.2% | +36.9% |
| All | -4.3% | -97.5% | +93.2% | +11.0% |
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