-36.7%
CAPR vs ADVB
-97.6%
+60.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.5% | +5.9% | -2.7% |
| 7D | +29.7% | -28.0% | +57.7% | +33.4% |
| 30D | +11.0% | -70.2% | +81.2% | +23.1% |
| 3M | +118.8% | -76.1% | +194.9% | +146.2% |
| 6M | -73.9% | -72.3% | -1.6% | -69.0% |
| YTD | -70.2% | -67.5% | -2.7% | -65.3% |
| 1Y | +38.3% | -78.6% | +116.8% | +65.6% |
| All | -36.7% | -97.6% | +60.9% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling