+3.7%
COST vs ADVB
-97.5%
+101.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.3% | -1.1% |
| 7D | +4.1% | -13.9% | +18.0% | +4.0% |
| 30D | +12.0% | -68.1% | +80.1% | +11.8% |
| 3M | +11.2% | -73.4% | +84.6% | +11.0% |
| 6M | +6.1% | -70.8% | +76.9% | +6.2% |
| YTD | +22.9% | -66.1% | +89.0% | +22.5% |
| 1Y | +14.7% | -77.5% | +92.2% | +14.8% |
| All | +3.7% | -97.5% | +101.2% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling