-33.8%
CAPR vs ADVB
-97.5%
+63.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.2% | +0.4% | +4.3% |
| 7D | +41.1% | -13.9% | +55.0% | +42.8% |
| 30D | +11.1% | -68.1% | +79.2% | +22.5% |
| 3M | +115.3% | -73.4% | +188.7% | +140.2% |
| 6M | -73.8% | -70.8% | -3.0% | -69.0% |
| YTD | -68.8% | -66.1% | -2.7% | -63.8% |
| 1Y | +43.3% | -77.5% | +120.8% | +70.9% |
| All | -33.8% | -97.5% | +63.8% | +1.8% |
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