+47.2%
EXPD vs ADVB
-76.7%
+123.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.5% | +1.3% | -3.3% |
| 7D | +0.3% | -29.5% | +29.8% | 0.0% |
| 30D | +1.8% | -66.9% | +68.7% | +1.0% |
| 3M | +8.9% | -73.7% | +82.6% | +7.9% |
| 6M | +42.2% | -64.8% | +107.0% | +43.6% |
| YTD | +33.4% | -64.0% | +97.4% | +34.8% |
| 1Y | +47.2% | -77.0% | +124.1% | +47.7% |
| All | +47.2% | -76.7% | +123.8% | +47.7% |
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