+57.9%
EXEL vs ADVB
+5.8%
+52.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | +8.4% | -3.8% | +12.1% | +8.3% |
| 30D | +4.1% | +17.6% | -13.5% | +4.4% |
| 3M | +12.4% | +119.1% | -106.7% | +14.4% |
| 6M | +41.5% | +103.4% | -61.8% | +42.6% |
| YTD | +34.6% | +59.8% | -25.2% | +36.6% |
| 1Y | +57.9% | +8.5% | +49.3% | +63.8% |
| All | +57.9% | +5.8% | +52.0% | +63.8% |
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