+125.7%
CAH vs ADVB
-96.8%
+222.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -23.6% | +24.6% | +1.2% |
| 7D | +3.5% | +27.8% | -24.3% | +3.2% |
| 30D | +13.5% | -50.8% | +64.2% | +14.0% |
| 3M | +21.8% | -70.5% | +92.4% | +23.0% |
| 6M | +51.5% | -46.7% | +98.3% | +49.9% |
| YTD | +38.1% | -56.7% | +94.8% | +35.9% |
| 1Y | +37.7% | -71.8% | +109.5% | +39.1% |
| All | +125.7% | -96.8% | +222.5% | +160.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling