+3.2%
ES vs ADVB
-79.1%
+82.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.5% | +11.6% | +2.1% |
| 7D | +5.9% | -28.0% | +34.0% | +6.1% |
| 30D | +10.2% | -70.2% | +80.4% | +11.3% |
| 3M | +0.4% | -76.1% | +76.5% | +1.6% |
| 6M | +6.9% | -72.3% | +79.2% | +7.9% |
| YTD | +10.5% | -67.5% | +78.0% | +10.3% |
| 1Y | +3.2% | -78.6% | +81.8% | +4.5% |
| All | +3.2% | -79.1% | +82.3% | +4.5% |
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