+118.1%
CAH vs ADVB
-97.5%
+215.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.8% | +1.4% |
| 7D | +8.5% | -13.9% | +22.4% | +8.6% |
| 30D | +17.0% | -68.1% | +85.2% | +18.1% |
| 3M | +14.6% | -73.4% | +88.0% | +15.8% |
| 6M | +42.5% | -70.8% | +113.3% | +43.1% |
| YTD | +33.5% | -66.1% | +99.6% | +31.7% |
| 1Y | +38.5% | -77.5% | +116.0% | +40.0% |
| All | +118.1% | -97.5% | +215.7% | +152.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling