+34.6%
CSCO vs ADVB
-77.7%
+112.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.2% | -6.2% | -1.9% |
| 7D | -10.2% | -13.9% | +3.7% | -10.4% |
| 30D | -20.1% | -68.1% | +48.1% | -21.6% |
| 3M | -22.1% | -73.4% | +51.3% | -23.8% |
| 6M | +3.2% | -70.8% | +74.0% | +2.6% |
| YTD | +24.1% | -66.1% | +90.2% | +23.7% |
| 1Y | +34.6% | -77.5% | +112.1% | +36.9% |
| All | +34.6% | -77.7% | +112.2% | +36.9% |
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 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