-10.6%
COST vs ADVB
-88.8%
+78.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.6% |
| 7D | -3.2% | -14.0% | +10.8% | -3.2% |
| 30D | -4.0% | +41.0% | -44.9% | -3.9% |
| 3M | -6.5% | +127.9% | -134.4% | -6.8% |
| 6M | -8.5% | +101.3% | -109.9% | -8.9% |
| YTD | +6.0% | +53.8% | -47.8% | +5.8% |
| 1Y | -5.8% | +4.4% | -10.2% | -5.8% |
| All | -10.6% | -88.8% | +78.2% | -1.9% |
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 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