+20.1%
COMP vs ADVB
-76.7%
+96.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.5% | +12.3% | +7.6% |
| 7D | +9.5% | -29.5% | +39.0% | +8.5% |
| 30D | +8.1% | -66.9% | +75.0% | +5.0% |
| 3M | -16.3% | -73.7% | +57.4% | -19.1% |
| 6M | +42.2% | -64.8% | +107.0% | +41.2% |
| YTD | -5.0% | -64.0% | +59.0% | -2.9% |
| 1Y | +20.1% | -77.0% | +97.1% | +32.7% |
| All | +20.1% | -76.7% | +96.8% | +32.7% |
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