+17.4%
COMP vs ADVB
-97.5%
+114.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.2% | +6.5% | +10.7% |
| 7D | +13.4% | -13.9% | +27.4% | +13.5% |
| 30D | +11.1% | -68.1% | +79.2% | +11.4% |
| 3M | -18.8% | -73.4% | +54.5% | -18.6% |
| 6M | +10.5% | -70.8% | +81.3% | +9.6% |
| YTD | -3.4% | -66.1% | +62.7% | -5.4% |
| 1Y | +19.7% | -77.5% | +97.2% | +20.9% |
| All | +17.4% | -97.5% | +114.9% | +54.4% |
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 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