-29.9%
CAPR vs ADVB
-96.8%
+67.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -23.6% | +16.6% | -4.9% |
| 7D | +5.9% | +27.8% | -21.9% | +2.5% |
| 30D | +44.6% | -50.8% | +95.4% | +51.9% |
| 3M | +126.4% | -70.5% | +196.9% | +148.2% |
| 6M | -68.6% | -46.7% | -21.8% | -64.5% |
| YTD | -67.0% | -56.7% | -10.3% | -62.9% |
| 1Y | +65.2% | -71.8% | +136.9% | +91.0% |
| All | -29.9% | -96.8% | +67.0% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling