+84.7%
EXEL vs ADVB
-97.4%
+182.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -1.6% |
| 7D | -2.4% | -4.1% | +1.7% | -2.4% |
| 30D | +17.9% | -60.3% | +78.2% | +19.0% |
| 3M | +33.3% | -73.3% | +106.6% | +35.0% |
| 6M | +46.6% | -65.9% | +112.5% | +46.6% |
| YTD | +61.0% | -63.9% | +124.9% | +58.3% |
| 1Y | +70.4% | -74.1% | +144.6% | +71.5% |
| All | +84.7% | -97.4% | +182.1% | +107.2% |
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