-9.4%
CHD vs ADVB
-88.3%
+78.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -2.7% | -3.8% | +1.1% | -2.7% |
| 30D | -4.6% | +17.6% | -22.2% | -4.7% |
| 3M | +5.0% | +119.1% | -114.1% | +4.8% |
| 6M | -3.2% | +103.4% | -106.6% | -3.3% |
| YTD | +18.6% | +59.8% | -41.2% | +18.5% |
| 1Y | +4.8% | +8.5% | -3.7% | +4.3% |
| All | -9.4% | -88.3% | +78.9% | -6.5% |
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