+26.1%
CBOE vs ADVB
+10.9%
+15.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -1.7% |
| 7D | -4.6% | -14.0% | +9.3% | -4.5% |
| 30D | +2.6% | +41.0% | -38.3% | +2.4% |
| 3M | +4.9% | +127.9% | -123.0% | +3.5% |
| 6M | -2.2% | +101.3% | -103.5% | -3.6% |
| YTD | +17.7% | +53.8% | -36.0% | +16.2% |
| 1Y | +26.1% | +4.4% | +21.7% | +23.4% |
| All | +26.1% | +10.9% | +15.2% | +23.4% |
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 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