+62.9%
EXEL vs ADVB
-72.7%
+135.6%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -23.6% | +22.4% | -1.6% |
| 7D | -0.8% | +27.8% | -28.6% | -0.2% |
| 30D | +13.1% | -50.8% | +63.9% | +12.2% |
| 3M | +36.3% | -70.5% | +106.8% | +34.2% |
| 6M | +34.5% | -46.7% | +81.3% | +36.8% |
| YTD | +57.4% | -56.7% | +114.1% | +59.3% |
| 1Y | +62.9% | -71.8% | +134.7% | +64.7% |
| All | +62.9% | -72.7% | +135.6% | +64.7% |
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