+120.2%
CAH vs ADVB
-97.4%
+217.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.9% |
| 7D | +7.8% | -1.2% | +9.1% | +7.8% |
| 30D | +15.5% | -61.4% | +76.9% | +16.3% |
| 3M | +16.3% | -67.8% | +84.1% | +17.3% |
| 6M | +50.0% | -66.9% | +116.9% | +50.1% |
| YTD | +34.7% | -64.9% | +99.6% | +32.9% |
| 1Y | +35.9% | -74.8% | +110.7% | +36.6% |
| All | +120.2% | -97.4% | +217.6% | +154.9% |
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