+36.4%
D vs ADVB
-97.5%
+133.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.7% | -1.5% |
| 7D | +3.0% | -13.9% | +16.9% | +3.1% |
| 30D | +11.5% | -68.1% | +79.6% | +13.0% |
| 3M | +3.7% | -73.4% | +77.1% | +5.2% |
| 6M | +13.5% | -70.8% | +84.3% | +14.1% |
| YTD | +20.7% | -66.1% | +86.8% | +20.4% |
| 1Y | +18.2% | -77.5% | +95.7% | +18.8% |
| All | +36.4% | -97.5% | +133.9% | +50.1% |
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 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