+75.7%
C vs ADVB
-97.5%
+173.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | +0.5% |
| 7D | -2.4% | -13.9% | +11.5% | -2.3% |
| 30D | -6.0% | -68.1% | +62.1% | -5.3% |
| 3M | -10.5% | -73.4% | +62.8% | -9.9% |
| 6M | -5.7% | -70.8% | +65.1% | -5.9% |
| YTD | +4.1% | -66.1% | +70.2% | +3.4% |
| 1Y | +20.5% | -77.5% | +98.0% | +20.8% |
| All | +75.7% | -97.5% | +173.2% | +98.8% |
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 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