+58.2%
CAPR vs ADVB
+5.8%
+52.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -2.0% | -3.8% | +1.8% | -1.8% |
| 30D | +139.2% | +17.6% | +121.6% | +136.2% |
| 3M | -66.4% | +119.1% | -185.5% | -63.1% |
| 6M | -63.1% | +103.4% | -166.5% | -58.6% |
| YTD | -67.4% | +59.8% | -127.3% | -64.2% |
| 1Y | +58.2% | +8.5% | +49.7% | +74.1% |
| All | +58.2% | +5.8% | +52.4% | +74.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling