+63.2%
COP vs ADVB
-97.1%
+160.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.0% | -8.3% | +1.5% |
| 7D | +0.7% | +10.5% | -9.8% | +0.5% |
| 30D | +0.2% | -56.0% | +56.2% | +1.6% |
| 3M | +10.2% | -70.1% | +80.4% | +12.6% |
| 6M | +20.1% | -53.7% | +73.8% | +20.2% |
| YTD | +50.5% | -60.3% | +110.8% | +50.0% |
| 1Y | +56.8% | -73.1% | +130.0% | +58.8% |
| All | +63.2% | -97.1% | +160.3% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling