+82.1%
EXEL vs ADVB
-97.5%
+179.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -3.0% | +1.2% |
| 7D | +0.3% | -13.9% | +14.2% | +0.4% |
| 30D | +19.0% | -68.1% | +87.2% | +20.4% |
| 3M | +33.3% | -73.4% | +106.7% | +35.0% |
| 6M | +42.9% | -70.8% | +113.7% | +43.4% |
| YTD | +58.7% | -66.1% | +124.8% | +56.1% |
| 1Y | +70.5% | -77.5% | +148.0% | +72.7% |
| All | +82.1% | -97.5% | +179.6% | +104.4% |
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