+77.5%
CAPR vs ADVB
-64.3%
+141.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +42.7% | -51.4% | -12.2% |
| 7D | +19.1% | +74.2% | -55.1% | +12.5% |
| 30D | +48.8% | -35.9% | +84.7% | +53.2% |
| 3M | +144.4% | -56.4% | +200.8% | +159.8% |
| 6M | -67.5% | -36.7% | -30.8% | -61.6% |
| YTD | -64.5% | -43.3% | -21.2% | -57.2% |
| All | +77.5% | -64.3% | +141.7% | +117.5% |
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