+29.8%
ES vs ADVB
-95.9%
+125.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +42.7% | -41.8% | +0.5% |
| 7D | -1.1% | +74.2% | -75.3% | -1.5% |
| 30D | +8.2% | -35.9% | +44.1% | +8.6% |
| 3M | +0.6% | -56.4% | +57.1% | +1.3% |
| 6M | +6.0% | -36.7% | +42.7% | +5.8% |
| YTD | +9.3% | -43.3% | +52.7% | +8.6% |
| 1Y | +1.1% | -63.4% | +64.5% | +1.0% |
| All | +29.8% | -95.9% | +125.7% | +42.9% |
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 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