+59.5%
CAPR vs ADVB
-73.6%
+133.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.9% | -12.9% | -10.2% |
| 7D | +7.6% | -4.1% | +11.7% | +8.0% |
| 30D | +13.3% | -60.3% | +73.5% | +22.6% |
| 3M | +130.4% | -73.3% | +203.7% | +157.6% |
| 6M | -70.8% | -65.9% | -4.9% | -64.0% |
| YTD | -69.3% | -63.9% | -5.4% | -61.1% |
| 1Y | +59.5% | -74.1% | +133.7% | +107.9% |
| All | +59.5% | -73.6% | +133.2% | +107.9% |
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