-7.4%
AVTR vs ADVB
-88.3%
+80.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.5% |
| 7D | +2.7% | -3.8% | +6.4% | +2.6% |
| 30D | +12.1% | +17.6% | -5.5% | +12.3% |
| 3M | +57.2% | +119.1% | -61.9% | +58.7% |
| 6M | +73.1% | +103.4% | -30.3% | +74.2% |
| YTD | +30.6% | +59.8% | -29.2% | +32.1% |
| 1Y | +13.5% | +8.5% | +4.9% | +14.3% |
| All | -7.4% | -88.3% | +80.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling