+42.4%
EXPE vs ADVB
-97.4%
+139.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.6% | 0.0% |
| 7D | -13.3% | -1.2% | -12.1% | -13.3% |
| 30D | -5.5% | -61.4% | +55.9% | -6.3% |
| 3M | -16.5% | -67.8% | +51.4% | -17.2% |
| 6M | +13.1% | -66.9% | +80.0% | +11.5% |
| YTD | -8.0% | -64.9% | +56.9% | -9.0% |
| 1Y | +1.1% | -74.8% | +75.9% | +1.8% |
| All | +42.4% | -97.4% | +139.9% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling