+54.4%
EXEL vs ADVB
-88.3%
+142.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | +8.4% | -3.8% | +12.1% | +8.4% |
| 30D | +4.1% | +17.6% | -13.5% | +3.8% |
| 3M | +12.4% | +119.1% | -106.7% | +9.5% |
| 6M | +41.5% | +103.4% | -61.8% | +35.3% |
| YTD | +34.6% | +59.8% | -25.2% | +30.3% |
| 1Y | +57.9% | +8.5% | +49.3% | +55.3% |
| All | +54.4% | -88.3% | +142.8% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling