+4.9%
COMP vs ADVB
-79.1%
+84.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -9.5% | +1.4% | -8.4% |
| 7D | -1.8% | -28.0% | +26.2% | -2.6% |
| 30D | -0.8% | -70.2% | +69.5% | -3.8% |
| 3M | -28.1% | -76.1% | +47.9% | -30.6% |
| 6M | +27.0% | -72.3% | +99.3% | +25.0% |
| YTD | -12.8% | -67.5% | +54.7% | -11.2% |
| 1Y | +4.9% | -78.6% | +83.4% | +15.1% |
| All | +4.9% | -79.1% | +84.0% | +15.1% |
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 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