+38.8%
CSCO vs ADVB
-73.1%
+111.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.0% | -7.3% | +2.8% |
| 7D | -2.8% | +10.5% | -13.2% | -2.6% |
| 30D | -12.6% | -56.0% | +43.4% | -14.0% |
| 3M | -16.0% | -70.1% | +54.1% | -17.8% |
| 6M | +2.8% | -53.7% | +56.5% | +3.3% |
| YTD | +33.2% | -60.3% | +93.5% | +32.9% |
| All | +38.8% | -73.1% | +111.8% | +41.3% |
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