+45.9%
CSCO vs ADVB
-76.7%
+122.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.2% | +0.6% |
| 7D | -6.1% | -29.5% | +23.5% | -6.6% |
| 30D | -8.2% | -66.9% | +58.7% | -9.9% |
| 3M | -14.6% | -73.7% | +59.2% | -16.5% |
| 6M | +12.7% | -64.8% | +77.5% | +12.4% |
| YTD | +37.0% | -64.0% | +101.0% | +36.6% |
| 1Y | +45.9% | -77.0% | +122.9% | +49.1% |
| All | +45.9% | -76.7% | +122.6% | +49.1% |
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