+92.0%
EXEL vs ADVB
-76.7%
+168.6%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.2% | +0.5% |
| 7D | +9.8% | -29.5% | +39.3% | +9.2% |
| 30D | +23.6% | -66.9% | +90.5% | +21.6% |
| 3M | +29.9% | -73.7% | +103.6% | +27.7% |
| 6M | +64.7% | -64.8% | +129.5% | +65.6% |
| YTD | +66.0% | -64.0% | +130.0% | +67.4% |
| 1Y | +92.0% | -77.0% | +168.9% | +96.3% |
| All | +92.0% | -76.7% | +168.6% | +96.3% |
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