+2.9%
EXC vs ADVB
-73.6%
+76.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.3% |
| 7D | +0.1% | -4.1% | +4.2% | +0.1% |
| 30D | +9.0% | -60.3% | +69.3% | +9.6% |
| 3M | +3.3% | -73.3% | +76.6% | +4.2% |
| 6M | +5.7% | -65.9% | +71.6% | +6.0% |
| YTD | +7.3% | -63.9% | +71.2% | +6.8% |
| 1Y | +2.9% | -74.1% | +77.1% | +3.9% |
| All | +2.9% | -73.6% | +76.6% | +3.9% |
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