-2.8%
EXPE vs ADVB
-72.7%
+69.9%
-37.4%
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% | -1.9% |
| 7D | -0.5% | +27.8% | -28.3% | +0.7% |
| 30D | -6.1% | -50.8% | +44.7% | -7.8% |
| 3M | -21.3% | -70.5% | +49.2% | -24.0% |
| 6M | +19.0% | -46.7% | +65.7% | +19.6% |
| YTD | -8.4% | -56.7% | +48.3% | -4.9% |
| 1Y | -2.8% | -71.8% | +69.0% | +2.8% |
| All | -2.8% | -72.7% | +69.9% | +2.8% |
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