+98.0%
CAH vs ADVB
-88.3%
+186.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | +5.4% | -3.8% | +9.1% | +5.4% |
| 30D | +3.3% | +17.6% | -14.2% | +3.1% |
| 3M | +22.8% | +119.1% | -96.3% | +19.9% |
| 6M | +11.3% | +103.4% | -92.1% | +7.5% |
| YTD | +21.1% | +59.8% | -38.7% | +18.0% |
| 1Y | +67.2% | +8.5% | +58.7% | +66.2% |
| All | +98.0% | -88.3% | +186.3% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling