+39.3%
F vs ADVB
-97.5%
+136.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -0.7% |
| 7D | +1.6% | -13.9% | +15.5% | +1.7% |
| 30D | +2.6% | -68.1% | +70.8% | +3.6% |
| 3M | -8.8% | -73.4% | +64.6% | -7.9% |
| 6M | +4.6% | -70.8% | +75.4% | +4.6% |
| YTD | -1.9% | -66.1% | +64.2% | -2.8% |
| 1Y | -0.8% | -77.5% | +76.7% | +0.4% |
| All | +39.3% | -97.5% | +136.8% | +69.9% |
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