+92.6%
CAH vs ADVB
-88.8%
+181.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | -2.7% |
| 7D | +0.5% | -14.0% | +14.5% | +0.6% |
| 30D | +1.7% | +41.0% | -39.2% | +1.4% |
| 3M | +17.9% | +127.9% | -110.1% | +14.9% |
| 6M | +10.9% | +101.3% | -90.4% | +7.1% |
| YTD | +17.9% | +53.8% | -35.9% | +14.9% |
| 1Y | +61.7% | +4.4% | +57.3% | +60.7% |
| All | +92.6% | -88.8% | +181.4% | +120.3% |
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