+25.7%
C vs ADVB
-72.7%
+98.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -23.6% | +23.5% | 0.0% |
| 7D | +4.2% | +27.8% | -23.6% | +4.0% |
| 30D | +2.0% | -50.8% | +52.8% | +1.9% |
| 3M | -10.1% | -70.5% | +60.4% | -10.1% |
| 6M | +1.0% | -46.7% | +47.7% | 0.0% |
| YTD | +8.5% | -56.7% | +65.1% | +8.2% |
| 1Y | +25.7% | -71.8% | +97.5% | +30.0% |
| All | +25.7% | -72.7% | +98.4% | +30.0% |
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 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