-3.9%
CI vs ADVB
-97.5%
+93.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -2.5% |
| 7D | -1.6% | -13.9% | +12.4% | -1.8% |
| 30D | +5.4% | -68.1% | +73.5% | +3.7% |
| 3M | +7.3% | -73.4% | +80.6% | +5.4% |
| 6M | +5.3% | -70.8% | +76.1% | +4.6% |
| YTD | +8.5% | -66.1% | +74.6% | +8.6% |
| 1Y | +17.1% | -77.5% | +94.6% | +16.2% |
| All | -3.9% | -97.5% | +93.6% | -3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling