-2.7%
AVTR vs ADVB
-97.1%
+94.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.0% | -8.9% | +1.1% |
| 7D | +0.5% | +10.5% | -10.0% | +0.6% |
| 30D | +1.5% | -56.0% | +57.6% | +0.6% |
| 3M | +14.2% | -70.1% | +84.4% | +12.8% |
| 6M | +97.4% | -53.7% | +151.1% | +96.5% |
| YTD | +37.3% | -60.3% | +97.5% | +36.8% |
| 1Y | +36.8% | -73.1% | +109.9% | +37.2% |
| All | -2.7% | -97.1% | +94.4% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling