-1.4%
CI vs ADVB
-97.6%
+96.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.5% | +8.2% | -1.4% |
| 7D | +1.0% | -28.0% | +29.1% | +0.5% |
| 30D | +9.9% | -70.2% | +80.1% | +7.9% |
| 3M | +12.1% | -76.1% | +88.1% | +10.0% |
| 6M | +10.6% | -72.3% | +82.9% | +9.8% |
| YTD | +11.4% | -67.5% | +78.9% | +11.5% |
| 1Y | +18.8% | -78.6% | +97.3% | +17.7% |
| All | -1.4% | -97.6% | +96.3% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling