-30.8%
CAPR vs ADVB
-88.3%
+57.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -2.0% | -3.8% | +1.8% | -1.7% |
| 30D | +139.2% | +17.6% | +121.6% | +135.0% |
| 3M | -66.4% | +119.1% | -185.5% | -65.7% |
| 6M | -63.1% | +103.4% | -166.5% | -62.8% |
| YTD | -67.4% | +59.8% | -127.3% | -66.9% |
| 1Y | +58.2% | +8.5% | +49.7% | +61.2% |
| All | -30.8% | -88.3% | +57.5% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling