+28.1%
ES vs ADVB
-88.3%
+116.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | +0.3% | -3.8% | +4.1% | +0.3% |
| 30D | -2.0% | +17.6% | -19.5% | -2.2% |
| 3M | +1.7% | +119.1% | -117.5% | +0.2% |
| 6M | -3.5% | +103.4% | -106.9% | -5.4% |
| YTD | +7.9% | +59.8% | -51.9% | +6.2% |
| 1Y | +17.2% | +8.5% | +8.6% | +15.2% |
| All | +28.1% | -88.3% | +116.5% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling